Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999): Difference between revisions
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scientific article; zbMATH DE number 7426561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes |
scientific article; zbMATH DE number 7426561 |
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Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (English)
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15 November 2021
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simulation
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mean-reverting jump-diffusion processes
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compound Poisson
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energy derivatives
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