Pages that link to "Item:Q2441572"
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The following pages link to Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572):
Displayed 4 items.
- Structural break detection method based on the adaptive regression splines technique (Q1620476) (← links)
- Recurrence statistics for anomalous diffusion regime change detection (Q1796971) (← links)
- Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
- Long-term swings and seasonality in energy markets (Q2315654) (← links)