Pages that link to "Item:Q2837760"
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The following pages link to Pricing of forwards and options in a multivariate non-Gaussian stochastic volatility model for energy markets (Q2837760):
Displaying 12 items.
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility (Q1688615) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334) (← links)
- Forecasting energy market contracts by ambit processes: empirical study and numerical results (Q2338840) (← links)
- Pricing and hedging of energy spread options and volatility modulated Volterra processes (Q2797872) (← links)
- The forward dynamics in energy markets – infinite-dimensional modelling and simulation (Q2811117) (← links)
- Cross-commodity spot price modeling with stochastic volatility and leverage for energy markets (Q2837759) (← links)
- NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING (Q2970319) (← links)
- Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes (Q3174918) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
- Calibration of a multifactor model for the forward markets of several commodities (Q5746731) (← links)