Pricing swing options in the electricity markets under regime-switching uncertainty (Q2994840)
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scientific article; zbMATH DE number 5882376
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| English | Pricing swing options in the electricity markets under regime-switching uncertainty |
scientific article; zbMATH DE number 5882376 |
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Pricing swing options in the electricity markets under regime-switching uncertainty (English)
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29 April 2011
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swing option
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regime-switching process
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mean-reverting process
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electricity market
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0.93668723
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0.9242549
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0.9231949
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0.91948664
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0.91748387
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0.91707516
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0.91039675
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0.89494115
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0.8921503
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