Pages that link to "Item:Q2037761"
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The following pages link to Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761):
Displaying 3 items.
- Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region (Q2100422) (← links)
- Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
- An efficient algorithm for pricing reinsurance contract under the regime-switching model (Q6108199) (← links)
