Stochastic Models for Prices Dynamics in Energy and Commodity Markets

DOI10.1007/978-3-031-40367-5OpenAlexW4388738912MaRDI QIDQ6179353

Fred Espen Benth, Paul Krühner

Publication date: 18 December 2023

Published in: Springer Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-40367-5

Mathematics Subject Classification ID

Random fields (60G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Auctions, bargaining, bidding and selling, and other market models (91B26) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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