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

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