Pages that link to "Item:Q3655551"

The following pages link to A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES (Q3655551):

Displaying 17 items.

• On the control of the difference between two Brownian motions: an application to energy markets modeling (Q324996) (← links)
• Electricity price modeling and asset valuation: a multi-fuel structural approach (Q356476) (← links)
• Electricity derivatives pricing with forward-looking information (Q1657496) (← links)
• Modeling the intraday electricity demand in Germany (Q1979678) (← links)
• Application of continuous stochastic processes in energy market models (Q1979681) (← links)
• Pricing electricity forwards under future information on the stochastic mean-reversion level (Q2026537) (← links)
• Optimal control of electricity input given an uncertain demand (Q2283300) (← links)
• A note on super-hedging for investor-producers (Q2392019) (← links)
• Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach (Q2808243) (← links)
• A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES (Q2847237) (← links)
• Joint Modelling of Gas and Electricity Spot Prices (Q3176519) (← links)
• A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices (Q4991026) (← links)
• A non-parametric structural hybrid modeling approach for electricity prices (Q5001124) (← links)
• Estimating fast mean-reverting jumps in electricity market models (Q5140350) (← links)
• A PRINCIPAL–AGENT APPROACH TO CAPACITY REMUNERATION MECHANISMS (Q5854322) (← links)
• Efficient simulation of coupled gas and power networks under uncertain demands (Q6046313) (← links)
• A mean field model for the development of renewable capacities (Q6146114) (← links)