Pages that link to "Item:Q941721"
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The following pages link to Modelling jumps in electricity prices: theory and empirical evidence (Q941721):
Displaying 16 items.
- FFT based option pricing under a mean reverting process with stochastic volatility and jumps (Q534218) (← links)
- Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions (Q730541) (← links)
- Electricity derivatives pricing with forward-looking information (Q1657496) (← links)
- A jump diffusion model for spot electricity prices and market price of risk (Q1673029) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
- Commodity price dynamics and derivative valuation: a review (Q2862510) (← links)
- (Q3068516) (← links)
- Joint Modelling of Gas and Electricity Spot Prices (Q3176519) (← links)
- (Q3331176) (← links)
- ELECTRICITY PRICES: A NONPARAMETRIC APPROACH (Q3564994) (← links)
- (Q3975870) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- Optimal Cross-Border Electricity Trading (Q5065091) (← links)
- Estimating fast mean-reverting jumps in electricity market models (Q5140350) (← links)
- Computational Science - ICCS 2004 (Q5712725) (← links)
- On autoregressive measurement errors in a two-factor model (Q6630459) (← links)