Pages that link to "Item:Q1657898"
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The following pages link to An ambit stochastic approach to pricing electricity forward contracts: the case of the German energy market (Q1657898):
Displaying 3 items.
- Inventory models with reverse logistics for assets acquisition in a liquefied Petroleum gas company (Q1980964) (← links)
- Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920) (← links)
- Robustness of Hilbert space-valued stochastic volatility models (Q6619590) (← links)
