Pages that link to "Item:Q3502202"
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The following pages link to Using Affine Jump Diffusion Models for Modelling and Pricing Electricity Derivatives (Q3502202):
Displaying 8 items.
- Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
- Commodity price dynamics and derivative valuation: a review (Q2862510) (← links)
- Modelling electricity prices: a time change approach (Q5001192) (← links)
- Estimating fast mean-reverting jumps in electricity market models (Q5140350) (← links)
- Modeling and Computation of CO<sub>2</sub>Allowance Derivatives Under Jump-Diffusion Processes (Q5153684) (← links)
- Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999) (← links)
- Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
- A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets (Q6619588) (← links)