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

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+Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
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+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 @@
+Normal rank
@@ Property / cites work @@
+Electricity prices and power derivatives: evidence from the Nordic Power Exchange
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+Asymptotic exponential arbitrage and utility-based asymptotic arbitrage in Markovian models of financial markets
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+MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES
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+Q126992456
@@ Property / Wikidata QID: Q126992456 / rank @@
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