A two-factor model for the electricity forward market (Q3395734)
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scientific article; zbMATH DE number 5603435
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A two-factor model for the electricity forward market |
scientific article; zbMATH DE number 5603435 |
Statements
A two-factor model for the electricity forward market (English)
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13 September 2009
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quantitative finance
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weather derivative pricing
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applied mathematical finance
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time series analysis
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0.8201860785484314
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0.7789815664291382
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0.7787273526191711
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0.7738825082778931
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