Pages that link to "Item:Q3527433"
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The following pages link to MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES (Q3527433):
Displaying 26 items.
- Computing deltas without derivatives (Q522065) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
- Modeling the intraday electricity demand in Germany (Q1979678) (← links)
- Application of continuous stochastic processes in energy market models (Q1979681) (← links)
- Pricing electricity forwards under future information on the stochastic mean-reversion level (Q2026537) (← links)
- Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis (Q2064632) (← links)
- Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← 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)
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
- Stochastic multifactor modeling of spot electricity prices (Q2349615) (← links)
- Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
- PRICING OPTIONS ON FORWARDS IN ENERGY MARKETS: THE ROLE OF MEAN REVERSION'S SPEED (Q2953312) (← links)
- The Risk Premium and the Esscher Transform in Power Markets (Q3119080) (← links)
- Joint Modelling of Gas and Electricity Spot Prices (Q3176519) (← links)
- ELECTRICITY PRICES: A NONPARAMETRIC APPROACH (Q3564994) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- Modelling electricity prices: a time change approach (Q5001192) (← links)
- A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction (Q5128611) (← links)
- Modelling the joint behaviour of electricity prices in interconnected markets (Q5139244) (← links)
- Estimating fast mean-reverting jumps in electricity market models (Q5140350) (← links)
- Exact Simulation of Variance Gamma-Related OU Processes: Application to the Pricing of Energy Derivatives (Q5149267) (← links)
- Estimation of stable CARMA models with an application to electricity spot prices (Q5193316) (← links)
- Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)
- Adaptive estimation of intensity in a doubly stochastic Poisson process (Q6140338) (← links)
- Risk Valuation of Quanto Derivatives on Temperature and Electricity (Q6671992) (← links)