A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing (Q5297933)
From MaRDI portal
scientific article; zbMATH DE number 5171069
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing |
scientific article; zbMATH DE number 5171069 |
Statements
A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing (English)
0 references
16 July 2007
0 references
electricity markets
0 references
spot price modelling
0 references
forward and futures pricing
0 references
additive processes
0 references
Ornstein-Uhlenbeck processes
0 references
