A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing (Q5297933)
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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)
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16 July 2007
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electricity markets
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spot price modelling
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forward and futures pricing
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additive processes
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Ornstein-Uhlenbeck processes
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