A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures (Q4559324)
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scientific article; zbMATH DE number 6987640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures |
scientific article; zbMATH DE number 6987640 |
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A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures (English)
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3 December 2018
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wind power futures
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weather derivatives
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Ornstein-Uhlenbeck process
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market price of risk
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