Modelling spikes and pricing swing options in electricity markets (Q3404103)
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scientific article; zbMATH DE number 5667279
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Modelling spikes and pricing swing options in electricity markets |
scientific article; zbMATH DE number 5667279 |
Statements
Modelling spikes and pricing swing options in electricity markets (English)
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5 February 2010
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energy derivatives
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financial mathematics
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stochastic jumps
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numerical methods for option pricing
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continuous time models
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derivative pricing models
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0.880818784236908
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0.8374703526496887
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0.8367466926574707
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0.8253561854362488
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0.8247302770614624
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