Time-inhomogeneous polynomial processes in electricity spot price models

zbMATH Open1419.60001MaRDI QIDQ5370490FDOQ5370490

Authors: María Fernanda del Carmen Agoitia Hurtado 

Publication date: 20 October 2017

Full work available at URL: http://d-nb.info/1140735438/34

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Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Generalizations of martingales (60G48) Microeconomic theory (price theory and economic markets) (91B24) General theory of stochastic processes (60G07)

Cited In (3)

• Time-inhomogeneous polynomial processes
• Infinitesimal generators for a family of polynomial processes -- an algebraic approach
• Polynomial processes for power prices

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