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Gas storage valuation using a Monte Carlo method
Boogert, Alexander (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003417536
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The nature of power spikes : a regime-switch approach
Jong, Cyriel de (contributor) - 2005
Persistent link: https://www.econbiz.de/10003153300
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Option formulas for mean-reverting power prices with spikes
Jong, Cyriel de (contributor); Huisman, Ronald (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709763
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Stock market quality in the presence of a traded option
DeJong, Cyriel - 2002
Persistent link: https://www.econbiz.de/10013423765