Pages that link to "Item:Q5297933"
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The following pages link to A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing (Q5297933):
Displayed 6 items.
- Modelling Electricity Prices with Forward Looking Capacity Constraints (Q3395723) (← links)
- Modelling spikes and pricing swing options in electricity markets (Q3404103) (← links)
- Using Affine Jump Diffusion Models for Modelling and Pricing Electricity Derivatives (Q3502202) (← links)
- MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES (Q3527433) (← links)
- Pricing of Swing Options in a Mean Reverting Model with Jumps (Q3617306) (← links)
- PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS (Q5193006) (← links)
