ELECTRICITY FUTURES PRICE MODELING WITH LÉVY TERM STRUCTURE MODELS (Q5245888)
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scientific article; zbMATH DE number 6425387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ELECTRICITY FUTURES PRICE MODELING WITH LÉVY TERM STRUCTURE MODELS |
scientific article; zbMATH DE number 6425387 |
Statements
ELECTRICITY FUTURES PRICE MODELING WITH LÉVY TERM STRUCTURE MODELS (English)
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15 April 2015
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electricity futures market
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interest rate term structure modeling
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Lévy processes
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Fourier transform techniques
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electricity swing options
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