Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359)
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scientific article; zbMATH DE number 7671149
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| English | Normal Tempered Stable Processes and the Pricing of Energy Derivatives |
scientific article; zbMATH DE number 7671149 |
Statements
Normal Tempered Stable Processes and the Pricing of Energy Derivatives (English)
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31 March 2023
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simulations
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normal tempered stable processes
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Lévy-driven Ornstein-Uhlenbeck processes
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energy markets
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derivative pricing
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0.8246338367462158
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0.8074320554733276
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0.7954975962638855
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0.7790704369544983
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