Pages that link to "Item:Q1673029"
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The following pages link to A jump diffusion model for spot electricity prices and market price of risk (Q1673029):
Displaying 11 items.
- Modelling jumps in electricity prices: theory and empirical evidence (Q941721) (← links)
- Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
- Modeling risk contagion in the Italian zonal electricity market (Q2076843) (← links)
- Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region (Q2100422) (← links)
- A jump-diffusion model for pricing electricity under price-cap regulation (Q2179029) (← links)
- Stochastic multifactor modeling of spot electricity prices (Q2349615) (← links)
- (Q3008976) (← links)
- A DIFFUSION MODEL FOR ELECTRICITY PRICES (Q4419296) (← links)
- A spot market model for pricing derivatives in electricity markets (Q4647601) (← links)
- Estimating fast mean-reverting jumps in electricity market models (Q5140350) (← links)
- On the seasonality in the implied volatility of electricity options (Q5234359) (← links)