Pages that link to "Item:Q3109343"
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The following pages link to Pricing power options in a jump diffusion model (Q3109343):
Displaying 8 items.
- An options pricing approach to ramping rate restrictions at hydro power plants (Q1656523) (← links)
- Pricing power exchange options with Hawkes jump diffusion processes (Q2031319) (← links)
- Pricing of power option with underlying assets following jumping diffusion process (Q2860664) (← links)
- Valuation on compound power options under double stochastic volatility jump diffusion model (Q3381119) (← links)
- Pricing power options with a generalized jump diffusion (Q4595886) (← links)
- (Q4811453) (← links)
- (Q5260445) (← links)
- Pricing of power exchange option with jumps under the double risk of exchange and default (Q6534572) (← links)