ENERGY SPOT PRICE MODELS AND SPREAD OPTIONS PRICING (Q3498238): Difference between revisions
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| Property / cites work: CALIBRATION OF MULTIFACTOR MODELS IN ELECTRICITY MARKETS / rank | |||
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| Property / cites work: Financial Modelling with Jump Processes / rank | |||
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| Property / cites work: Transform Analysis and Asset Pricing for Affine Jump-diffusions / rank | |||
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| Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
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| Property / cites work: Q4794126 / rank | |||
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Latest revision as of 09:59, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ENERGY SPOT PRICE MODELS AND SPREAD OPTIONS PRICING |
scientific article |
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ENERGY SPOT PRICE MODELS AND SPREAD OPTIONS PRICING (English)
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28 May 2008
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