Pages that link to "Item:Q999484"

The following pages link to Modeling power forward prices for power with spikes: a non-Markovian approach (Q999484):

Displaying 7 items.

• Optimal electricity generation portfolios. The impact of price spread modelling (Q373214) (← links)
• Fluctuations of interface statistical physics models applied to a stock market model (Q924626) (← links)
• Universal contingent claims and valuation multiplicative measures with examples and applications (Q943714) (← links)
• Research of financial early-warning model on evolutionary support vector machines based on genetic algorithms (Q965743) (← links)
• The non-Markovian approach to the valuation and hedging of European contingent claims on power with scaling spikes (Q1003517) (← links)
• Efficient estimation of Markov regime-switching models: an application to electricity spot prices (Q1633253) (← links)
• Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572) (← links)