Pages that link to "Item:Q3375368"
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The following pages link to Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (Q3375368):
Displaying 23 items.
- Pricing exchange options with correlated jump diffusion processes (Q4957241) (← links)
- A non-parametric structural hybrid modeling approach for electricity prices (Q5001124) (← links)
- Modelling electricity prices: a time change approach (Q5001192) (← links)
- Optimal Cross-Border Electricity Trading (Q5065091) (← links)
- On comparison theorem for optional SDEs via local times and applications (Q5086909) (← links)
- Long‐term prediction intervals with many covariates (Q5095826) (← links)
- An alternative circular smoothing method to nonparametric estimation of periodic functions (Q5138114) (← links)
- Estimating fast mean-reverting jumps in electricity market models (Q5140350) (← links)
- Exact Simulation of Variance Gamma-Related OU Processes: Application to the Pricing of Energy Derivatives (Q5149267) (← links)
- Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999) (← links)
- Polynomial Processes for Power Prices (Q5217497) (← links)
- A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
- A Game Theoretical Real Options Framework for Investment Decisions in Mobile TV Infrastructure (Q5359055) (← links)
- A New Approach to Importance Sampling in Taylor’s Stochastic Volatility Model (Q5415872) (← links)
- Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage (Q5882386) (← links)
- Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)
- Adaptive estimation of intensity in a doubly stochastic Poisson process (Q6140338) (← links)
- Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM western hub real-time peak market (Q6563136) (← links)
- Optimal operation of a hydropower plant in a stochastic environment (Q6587728) (← links)
- From calendar time to business time: the case of commodity markets (Q6649932) (← links)
- A common shock model for multidimensional electricity intraday price modelling with application to battery valuation (Q6657690) (← links)
- Risk Valuation of Quanto Derivatives on Temperature and Electricity (Q6671992) (← links)
