Uncertain energy model for electricity and gas futures with application in spark-spread option price (Q6102835): Difference between revisions

Latest revision as of 11:13, 1 August 2024

scientific article; zbMATH DE number 7700946

Language	Label	Description	Also known as
English	Uncertain energy model for electricity and gas futures with application in spark-spread option price	scientific article; zbMATH DE number 7700946

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instance of

scholarly article

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title

Uncertain energy model for electricity and gas futures with application in spark-spread option price (English)

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published in

Fuzzy Optimization and Decision Making

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publication date

23 June 2023

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zbMATH Keywords

energy markets

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futures

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uncertainty theory

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parameter estimation

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spark-spread option

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10700-022-09386-z

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cites work

Uncertain term structure model of interest rate

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Numerical solution and parameter estimation for uncertain SIR model with application to COVID-19

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Valuation of European option under uncertain volatility model

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European option pricing under multifactor uncertain volatility model

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Uncertain SEIAR model for COVID-19 cases in China

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Initial value estimation of uncertain differential equations and zero-day of COVID-19 spread in China

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Generalized moment estimation for uncertain differential equations

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A linear uncertain pharmacokinetic model driven by Liu process

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An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility

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Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region

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Uncertain chemical reaction equation

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Parameter estimation in uncertain differential equations

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A numerical method for solving uncertain differential equations

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Parameter estimation of uncertain differential equation with application to financial market

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Identifiers

zbMATH Open document ID

1519.91267

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DOI

10.1007/s10700-022-09386-z

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6102835

@@ Property / cites work @@
+Uncertain term structure model of interest rate
@@ Property / cites work: Uncertain term structure model of interest rate / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution and parameter estimation for uncertain SIR model with application to COVID-19
+Normal rank
@@ Property / cites work @@
+Valuation of European option under uncertain volatility model
+Normal rank
@@ Property / cites work @@
+European option pricing under multifactor uncertain volatility model
+Normal rank
@@ Property / cites work @@
+Uncertain SEIAR model for COVID-19 cases in China
@@ Property / cites work: Uncertain SEIAR model for COVID-19 cases in China / rank @@
+Normal rank
@@ Property / cites work @@
+Initial value estimation of uncertain differential equations and zero-day of COVID-19 spread in China
+Normal rank
@@ Property / cites work @@
+Generalized moment estimation for uncertain differential equations
+Normal rank
@@ Property / cites work @@
+A linear uncertain pharmacokinetic model driven by Liu process
+Normal rank
@@ Property / cites work @@
+An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility
+Normal rank
@@ Property / cites work @@
+Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region
+Normal rank
@@ Property / cites work @@
+Uncertain chemical reaction equation
@@ Property / cites work: Uncertain chemical reaction equation / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation in uncertain differential equations
+Normal rank
@@ Property / cites work @@
+A numerical method for solving uncertain differential equations
+Normal rank
@@ Property / cites work @@
+Parameter estimation of uncertain differential equation with application to financial market
+Normal rank