Pages that link to "Item:Q5001192"
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The following pages link to Modelling electricity prices: a time change approach (Q5001192):
Displaying 7 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- The jump size distribution of the commodity spot price and its effect on futures and option prices (Q1667549) (← links)
- A multiplicative seasonal component in commodity derivative pricing (Q1676014) (← links)
- Long-term swings and seasonality in energy markets (Q2315654) (← links)
- Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
- Prediction of electricity prices for non-regulated markets based on a power transformed mean reverting process (Q6580731) (← links)
- Importance sampling for option pricing with feedforward neural networks (Q6659479) (← links)
