Warunasinghe, Sudeesha; Sviščuk, Anatolij - In: Risks : open access journal 12 (2024) 2, pp. 1-26
it with wind power and speed OU processes. Then, we will study the income of the wind-energy company from a stochastic … point of view, and finally, we will price the quanto option of European put style for the wind-energy producer. We will …