Pages that link to "Item:Q4647240"
From MaRDI portal
The following pages link to Commodity price modelling that matches current observables: a new approach (Q4647240):
Displaying 5 items.
- Valuation of commodity derivatives with an unobservable convenience yield (Q342244) (← links)
- Medium-term planning for thermal electricity production (Q480763) (← links)
- The effects of random and seasonal environmental fluctuations on optimal harvesting and stocking (Q2133936) (← links)
- Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572) (← links)
- Calibrating a market model with stochastic volatility to commodity and interest rate risk (Q4555116) (← links)