Pages that link to "Item:Q5193006"
From MaRDI portal
The following pages link to PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS (Q5193006):
Displaying 4 items.
- Pricing and hedging of energy spread options and volatility modulated Volterra processes (Q2797872) (← links)
- Joint Modelling of Gas and Electricity Spot Prices (Q3176519) (← links)
- A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING (Q5324398) (← links)
- Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)