Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1908.03137 / rank | |||
Normal rank | |||
Latest revision as of 00:28, 20 April 2024
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 |
Statements
Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (English)
0 references
15 November 2021
0 references
simulation
0 references
mean-reverting jump-diffusion processes
0 references
compound Poisson
0 references
energy derivatives
0 references
