Pages that link to "Item:Q2847237"
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The following pages link to A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES (Q2847237):
Displaying 7 items.
- Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
- On the control of the difference between two Brownian motions: an application to energy markets modeling (Q324996) (← links)
- Electricity price modeling and asset valuation: a multi-fuel structural approach (Q356476) (← links)
- Electricity derivatives pricing with forward-looking information (Q1657496) (← links)
- Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761) (← links)
- A non-parametric structural hybrid modeling approach for electricity prices (Q5001124) (← links)
- Bayesian estimation of electricity price risk with a multi-factor mixture of densities (Q5092665) (← links)
