Pages that link to "Item:Q701832"

The following pages link to Valuation and hedging of European contingent claims on power with spikes: a non-Markovian approach (Q701832):

Displaying 9 items.

• Risk management of power portfolios and valuation of flexibility (Q850662) (← links)
• Fluctuations of interface statistical physics models applied to a stock market model (Q924626) (← links)
• Universal contingent claims and valuation multiplicative measures with examples and applications (Q943714) (← links)
• Research of financial early-warning model on evolutionary support vector machines based on genetic algorithms (Q965743) (← links)
• Modeling power forward prices for power with spikes: a non-Markovian approach (Q999484) (← links)
• The non-Markovian approach to the valuation and hedging of European contingent claims on power with scaling spikes (Q1003517) (← links)
• A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices (Q1926943) (← links)
• A structural risk-neutral model for pricing and hedging power derivatives (Q2847237) (← links)
• (Q3068495) (← links)