Pages that link to "Item:Q4559324"
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The following pages link to A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures (Q4559324):
Displaying 9 items.
- A new approach to wind power futures pricing (Q2064645) (← links)
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
- Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction (Q2121642) (← links)
- Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure (Q2145769) (← links)
- On non-negative modeling with CARMA processes (Q2633848) (← links)
- Multivariate continuous-time modeling of wind indexes and hedging of wind risk (Q5014183) (← links)
- Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235) (← links)
- Exact Simulation of Variance Gamma-Related OU Processes: Application to the Pricing of Energy Derivatives (Q5149267) (← links)
- Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999) (← links)
