Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets (Q2940753)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets |
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Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets (English)
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20 January 2015
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Lévy semistationary processes
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spot modeling
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Fourier inversion
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numerical simulation
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path-dependent options
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