Pages that link to "Item:Q3195108"
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The following pages link to Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach (Q3195108):
Displaying 16 items.
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility (Q1688615) (← links)
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
- Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region (Q2100422) (← links)
- Affine pure-jump processes on positive Hilbert-Schmidt operators (Q2157326) (← links)
- Infinite dimensional pathwise Volterra processes driven by Gaussian noise -- probabilistic properties and applications -- (Q2243926) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- The forward dynamics in energy markets – infinite-dimensional modelling and simulation (Q2811117) (← links)
- The Heston stochastic volatility model in Hilbert space (Q4685702) (← links)
- Sensitivity analysis in the infinite dimensional Heston model (Q5158590) (← links)
- PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS (Q5193006) (← links)
- An infinite‐dimensional affine stochastic volatility model (Q6054429) (← links)
- Pricing options on flow forwards by neural networks in a Hilbert space (Q6181517) (← links)
- A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets (Q6619588) (← links)
- Robustness of Hilbert space-valued stochastic volatility models (Q6619590) (← links)
- Abstract polynomial processes (Q6620090) (← links)
