Pages that link to "Item:Q3119080"

The following pages link to The Risk Premium and the Esscher Transform in Power Markets (Q3119080):

Displaying 8 items.

• Forward pricing in the shipping freight market (Q263051) (← links)
• On the construction of optimal payoffs (Q777925) (← links)
• Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761) (← links)
• Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334) (← links)
• Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572) (← links)
• Stochastic Volatility and Dependency in Energy Markets: Multi-Factor Modelling (Q2847836) (← links)
• Additive normal tempered stable processes for equity derivatives and power-law scaling (Q5072909) (← links)
• Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)