Pages that link to "Item:Q2927968"
From MaRDI portal
The following pages link to Pricing of power options under the regime-switching model (Q2927968):
Displaying 10 items.
- An options pricing approach to ramping rate restrictions at hydro power plants (Q1656523) (← links)
- Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
- Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
- Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)
- Pricing of power option with underlying assets following jumping diffusion process (Q2860664) (← links)
- Valuing power options under a regime-switching model (Q2923508) (← links)
- Pricing swing options in the electricity markets under regime-switching uncertainty (Q2994840) (← links)
- (Q5260445) (← links)
- Pricing of power exchange option with jumps under the double risk of exchange and default (Q6534572) (← links)