Modelling spikes and pricing swing options in electricity markets (Q3404103)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling spikes and pricing swing options in electricity markets |
scientific article |
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Modelling spikes and pricing swing options in electricity markets (English)
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5 February 2010
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energy derivatives
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financial mathematics
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stochastic jumps
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numerical methods for option pricing
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continuous time models
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derivative pricing models
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