Uncertain energy model for electricity and gas futures with application in spark-spread option price
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Publication:6102835
DOI10.1007/s10700-022-09386-zzbMath1519.91267OpenAlexW4225163277MaRDI QIDQ6102835
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Publication date: 23 June 2023
Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10700-022-09386-z
Numerical methods (including Monte Carlo methods) (91G60) Probabilistic models, generic numerical methods in probability and statistics (65C20) Derivative securities (option pricing, hedging, etc.) (91G20)
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