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~isPartOf:"Applied mathematical finance"
~isPartOf:"Energy exploration & exploitation : EEE"
~subject:"Coal-fired power plant"
~subject:"Competition"
~subject:"Electric power industry"
~subject:"Energy market"
~subject:"Theorie"
~subject:"Ölpreis"
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Coal-fired power plant
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1
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
2
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
3
A bivariate normal inverse Gaussian process with stochastic delay : efficient simulations and applications to energy markets
Gardini, Matteo
;
Sabino, Piergiacomo
;
Sasso, Emanuela
- In:
Applied mathematical finance
28
(
2021
)
2
,
pp. 178-199
Persistent link: https://www.econbiz.de/10013171069
Saved in:
4
Optimal generation and trading in solar renewable energy certificate (SREC) markets
Shrivats, Arvind
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 99-131
Persistent link: https://www.econbiz.de/10012254107
Saved in:
5
Electricity price forecasting with neural networks on EPEX order books
Schnürch, Simon
;
Wagner, Andreas
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 189-206
Persistent link: https://www.econbiz.de/10012315166
Saved in:
6
Exact simulation of variance gamma-related OU processes : application to the pricing of energy derivatives
Sabino, Piergiacomo
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 207-227
Persistent link: https://www.econbiz.de/10012315167
Saved in:
7
Polynomial processes for power prices
Ware, Tony
- In:
Applied mathematical finance
26
(
2019
)
5
,
pp. 453-474
Persistent link: https://www.econbiz.de/10012210415
Saved in:
8
Pricing in electricity markets : a mean reverting jump diffusion model with seasonality
Cartea, Álvaro
;
Figueroa, Marcelo G.
- In:
Applied mathematical finance
12
(
2005
)
4
,
pp. 313-335
Persistent link: https://www.econbiz.de/10003229232
Saved in:
9
A note on arbitrage-free pricing of forward contracts in energy markets
Benth, Fred Espen
;
Ekeland, Lars
;
Hauge, Ragnar
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 325-336
Persistent link: https://www.econbiz.de/10001864254
Saved in:
10
Energy futures prices : term structure models with Kalman filter estimation
Manoliu, Mihaela
;
Tompaidis, Stathis
- In:
Applied mathematical finance
9
(
2002
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10001685152
Saved in:
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