Pages that link to "Item:Q4811678"
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The following pages link to A note on arbitrage‐free pricing of forward contracts in energy markets (Q4811678):
Displayed 10 items.
- Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572) (← links)
- A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES (Q2847237) (← links)
- COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW (Q2862510) (← links)
- THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS (Q3022099) (← links)
- The Risk Premium and the Esscher Transform in Power Markets (Q3119080) (← links)
- Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (Q3375368) (← links)
- Modelling spikes and pricing swing options in electricity markets (Q3404103) (← links)
- Model Uncertainty in Commodity Markets (Q3465256) (← links)
- A multi-factor jump-diffusion model for commodities† (Q3498564) (← links)
- A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES (Q3655551) (← links)