Pages that link to "Item:Q1926943"
From MaRDI portal
The following pages link to A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices (Q1926943):
Displaying 6 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- Electricity futures price models: calibration and forecasting (Q319946) (← links)
- Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process (Q342132) (← links)
- AN IMPROVED MARKOV CHAIN APPROXIMATION METHODOLOGY: DERIVATIVES PRICING AND MODEL CALIBRATION (Q2941065) (← links)
- A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model (Q3617309) (← links)
- Modelling electricity prices: a time change approach (Q5001192) (← links)