A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets (Q5063388): Difference between revisions
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Revision as of 19:38, 5 March 2024
scientific article; zbMATH DE number 7494019
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets |
scientific article; zbMATH DE number 7494019 |
Statements
A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets (English)
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21 March 2022
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multivariate Lévy processes
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self-decomposability
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Monte Carlo
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FFT
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energy markets
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spread options
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