Gaussian Volterra processes as models of electricity markets (Q6648326)
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scientific article; zbMATH DE number 7953930
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian Volterra processes as models of electricity markets |
scientific article; zbMATH DE number 7953930 |
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Gaussian Volterra processes as models of electricity markets (English)
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4 December 2024
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Gaussian Volterra processes
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electricity markets
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fractional Brownian motion
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utility maximization
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stochastic control
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