The following pages link to (Q3521355):
Displaying 50 items.
- Forward pricing in the shipping freight market (Q263051) (← links)
- Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty (Q322602) (← links)
- Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
- Electricity price modeling and asset valuation: a multi-fuel structural approach (Q356476) (← links)
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Liquidity risks on power exchanges: a generalized Nash equilibrium model (Q368744) (← links)
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- Dual pricing of multi-exercise options under volume constraints (Q483695) (← links)
- Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise (Q501514) (← links)
- Computing deltas without derivatives (Q522065) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Weather derivatives and stochastic modelling of temperature (Q638030) (← links)
- Hedging electricity swaptions using partial integro-differential equations (Q665443) (← links)
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- A Lax equivalence theorem for stochastic differential equations (Q989145) (← links)
- Heavy-tails and regime-switching in electricity prices (Q1028534) (← links)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- Efficient estimation of Markov regime-switching models: an application to electricity spot prices (Q1633253) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
- Spatial-temporal modelling of temperature for pricing temperature index insurance (Q1732975) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
- Robust portfolio selection problem under temperature uncertainty (Q1752220) (← links)
- Valuation of power plants (Q1754195) (← links)
- Application of continuous stochastic processes in energy market models (Q1979681) (← links)
- Temperature modelling and pricing of temperature index insurance (Q2009473) (← links)
- Minimal variance hedging in multicurve interest rate modeling (Q2010117) (← links)
- Pricing electricity forwards under future information on the stochastic mean-reversion level (Q2026537) (← links)
- Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761) (← links)
- A machine learning-based price state prediction model for agricultural commodities using external factors (Q2064634) (← links)
- Optimal installation of renewable electricity sources: the case of Italy (Q2064642) (← links)
- A new approach to wind power futures pricing (Q2064645) (← links)
- A weak law of large numbers for realised covariation in a Hilbert space setting (Q2074990) (← links)
- Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region (Q2100422) (← links)
- Stochastic process with multiplicative structure for the dynamic behavior of the financial market (Q2151763) (← links)
- Smoothing effect and derivative formulas for Ornstein-Uhlenbeck processes driven by subordinated cylindrical Brownian noises (Q2170654) (← links)
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
- A pure-jump mean-reverting short rate model (Q2209739) (← links)
- Valuation of electricity storage contracts using the COS method (Q2245038) (← links)
- Optimal control of electricity input given an uncertain demand (Q2283300) (← links)
- Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334) (← links)
- Stochastic multifactor modeling of spot electricity prices (Q2349615) (← links)
- Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572) (← links)
- Pricing currency derivatives with Markov-modulated Lévy dynamics (Q2513442) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- Stochastic modeling of stratospheric temperature (Q2676481) (← links)
- PRICING AND HEDGING OF ENERGY SPREAD OPTIONS AND VOLATILITY MODULATED VOLTERRA PROCESSES (Q2797872) (← links)
- The forward dynamics in energy markets – infinite-dimensional modelling and simulation (Q2811117) (← links)
