Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality - MaRDI portal

Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (Q3375368)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
scientific article

    Statements

    title
    Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (English)
    0 references
    author
    Álvaro Cartea
    0 references
    Marcelo G. Figueroa
    0 references
    publication date
    8 March 2006
    0 references
    zbMATH Keywords
    energy derivatives
    0 references
    electricity
    0 references
    forward curve
    0 references
    forward surfaces
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B74
    0 references
    91B24
    0 references
    60J75
    0 references
    zbMATH DE Number
    5009958
    0 references
    OpenAlex ID
    W3122855307
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3375368&oldid=34862972"
    Powered by MediaWiki