Pages that link to "Item:Q2923508"
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The following pages link to Valuing power options under a regime-switching model (Q2923508):
Displaying 11 items.
- An analytic valuation method for multivariate contingent claims with regime-switching volatilities (Q635506) (← links)
- An options pricing approach to ramping rate restrictions at hydro power plants (Q1656523) (← links)
- Valuation of correlation options under a stochastic interest rate model with regime switching (Q1690474) (← links)
- Estimation of tail risk and moments using option prices with a novel pricing model under a distorted lognormal distribution (Q2193302) (← links)
- Option valuation under a regime-switching constant elasticity of variance process (Q2350148) (← links)
- Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
- Pricing of power options under the regime-switching model (Q2927968) (← links)
- Pricing swing options in the electricity markets under regime-switching uncertainty (Q2994840) (← links)
- Short-Term Generation Asset Valuation: A Real Options Approach (Q3635093) (← links)
- Real option valuation of a decremental regulation service provided by electricity storage (Q4561723) (← links)
- Pricing power options with a generalized jump diffusion (Q4595886) (← links)