Pages that link to "Item:Q2837760"

The following pages link to Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets (Q2837760):

Displayed 8 items.

• Optimal portfolios in commodity futures markets (Q468419) ‎ (← links)
• Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility (Q1688615) ‎ (← links)
• Geometric ergodicity of affine processes on cones (Q2182630) ‎ (← links)
• Forecasting energy market contracts by ambit processes: empirical study and numerical results (Q2338840) ‎ (← links)
• Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets (Q2837759) ‎ (← links)
• NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING (Q2970319) ‎ (← links)
• Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes (Q3174918) ‎ (← links)
• SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) ‎ (← links)