NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION (Q4649505): Difference between revisions

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+MaRDI publication profile
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+Interest rate models: an infinite dimensional stochastic analysis perspective
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+MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH
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+Q3281164
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+Option Pricing in Hilbert Space-Valued Jump-Diffusion Models Using Partial Integro-Differential Equations
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+Hedging electricity swaptions using partial integro-differential equations
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+A two-factor model for the electricity forward market
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+Stochastic Partial Differential Equations with Levy Noise
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+Karhunen-Loève approximation of random fields by generalized fast multipole methods
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