Pages that link to "Item:Q2633523"
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The following pages link to Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations (Q2633523):
Displaying 5 items.
- Hedging electricity swaptions using partial integro-differential equations (Q665443) (← links)
- Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU (Q2244180) (← links)
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)
- Valuation of swing options in electricity commodity markets. (Q2902537) (← links)
- Wavelet Collocation Methods for Viscosity Solutions to Swing Options in Natural Gas Storage (Q5257556) (← links)