The valuation of clean spread options: linking electricity, emissions and fuels (Q5745656): Difference between revisions

@@ Property / author @@
-René A. Carmona
@@ Property / author: René A. Carmona / rank @@
-Normal rank
@@ Property / author @@
-Daniel C. Schwarz
@@ Property / author: Daniel C. Schwarz / rank @@
-Normal rank
@@ Property / author @@
+René A. Carmona
@@ Property / author: René A. Carmona / rank @@
+Normal rank
@@ Property / author @@
+Daniel C. Schwarz
@@ Property / author: Daniel C. Schwarz / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2072369698
@@ Property / OpenAlex ID: W2072369698 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2302
@@ Property / arXiv ID: 1205.2302 / rank @@
+Normal rank
@@ Property / cites work @@
+A DIFFUSION MODEL FOR ELECTRICITY PRICES
@@ Property / cites work: A DIFFUSION MODEL FOR ELECTRICITY PRICES / rank @@
+Normal rank
@@ Property / cites work @@
+Q3521355
@@ Property / cites work: Q3521355 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing and Hedging Spread Options
@@ Property / cites work: Pricing and Hedging Spread Options / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-Neutral Models for Emission Allowance Prices and Option Valuation
+Normal rank
@@ Property / cites work @@
+Market Design for Emission Trading Schemes
@@ Property / cites work: Market Design for Emission Trading Schemes / rank @@
+Normal rank
@@ Property / cites work @@
+The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
@@ Property / cites work @@
+Dynamic behavior of CO\(_2\) spot prices
@@ Property / cites work: Dynamic behavior of CO\(_2\) spot prices / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5745656