The following pages link to Computational Science - ICCS 2004 (Q5712725):
Displaying 27 items.
- A regime switching long memory model for electricity prices (Q291856) (← links)
- Modeling and forecasting electricity spot prices: a functional data perspective (Q386743) (← links)
- A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (Q824886) (← links)
- A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
- Heavy-tails and regime-switching in electricity prices (Q1028534) (← links)
- Efficient estimation of Markov regime-switching models: an application to electricity spot prices (Q1633253) (← links)
- Management of a hydropower system via convex duality (Q1731594) (← links)
- A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
- Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761) (← links)
- Management strategies for run-of-river hydropower plants: an optimal switching approach (Q2168644) (← links)
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
- A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (Q2255974) (← links)
- Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
- A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
- Multisource Bayesian sequential change detection (Q2426605) (← links)
- Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- (Q3068516) (← links)
- (Q3975870) (← links)
- The Forecasting Performance of a Finite Mixture Regime‐Switching Model for Daily Electricity Prices (Q4687515) (← links)
- Pricing American Options under Regime-Switching Model with a Crank-Nicolson Fitted Finite Volume Method (Q4986613) (← links)
- Modelling electricity prices: a time change approach (Q5001192) (← links)
- A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction (Q5128611) (← links)
- Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process (Q5163683) (← links)
- Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM western hub real-time peak market (Q6563136) (← links)
