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Modelling electricity prices with forward looking capacity constraints
Cartea, Álvaro; Figueroa, Marcelo G.; Geman, Hélyette - In: Applied mathematical finance 16 (2009) 1/2, pp. 103-122
Persistent link: https://www.econbiz.de/10003847150
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A lattice-based method for pricing electricity derivatives under the threshold model
Geman, Hélyette; Kourouvakalis, Stelios - In: Applied mathematical finance 15 (2008) 5/6, pp. 531-567
Persistent link: https://www.econbiz.de/10003815257
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Special double issue: Commodities
Geman, Hélyette (contributor); Cartea, Alvaro (contributor) - 2008
Persistent link: https://www.econbiz.de/10003815353