A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures (Q4559324)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6987640
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures |
scientific article; zbMATH DE number 6987640 |
Statements
A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures (English)
0 references
3 December 2018
0 references
wind power futures
0 references
weather derivatives
0 references
Ornstein-Uhlenbeck process
0 references
market price of risk
0 references
0 references
0 references
0 references
0.9026547074317932
0 references
0.7873683571815491
0 references
0.7590054273605347
0 references
0.7130743265151978
0 references
0.7125014066696167
0 references
