A jump-diffusion model for pricing electricity under price-cap regulation (Q2179029): Difference between revisions

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+https://doi.org/10.1007/s40096-019-00308-6
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+W2980325375
@@ Property / OpenAlex ID: W2980325375 / rank @@
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@@ Property / cites work @@
+Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
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@@ Property / cites work @@
+A Course in Financial Calculus
@@ Property / cites work: A Course in Financial Calculus / rank @@
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@@ Property / cites work @@
+Q5424096
@@ Property / cites work: Q5424096 / rank @@
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@@ Property / cites work @@
+Electricity prices and power derivatives: evidence from the Nordic Power Exchange
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@@ Property / cites work @@
+Asymptotic exponential arbitrage and utility-based asymptotic arbitrage in Markovian models of financial markets
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@@ Property / cites work @@
+MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES
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@@ Property / Wikidata QID @@
+Q126992456
@@ Property / Wikidata QID: Q126992456 / rank @@
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