Pages that link to "Item:Q941721"
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The following pages link to Modelling jumps in electricity prices: theory and empirical evidence (Q941721):
Displaying 7 items.
- FFT based option pricing under a mean reverting process with stochastic volatility and jumps (Q534218) (← links)
- Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions (Q730541) (← links)
- Electricity derivatives pricing with forward-looking information (Q1657496) (← links)
- COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW (Q2862510) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- Optimal Cross-Border Electricity Trading (Q5065091) (← links)
- On autoregressive measurement errors in a two-factor model (Q6630459) (← links)
