Similar Search Results

Alternative Trading Systems: Does One Shoe Fit All?

Audet, Nicolas; Gravelle, Toni; Yang, Jing - Bank of Canada - 2002

Persistent link: https://www.econbiz.de/10005808315

Modeling electricity forward curve dynamics in the Nordic market

Audet, Nicolas; Heiskanen, Pirja; Keppo, Jussi; … - In: Modelling prices in competitive electricity markets, (pp. [251]-265). 2004

Persistent link: https://www.econbiz.de/10003232921

Alternative trading systems : does one shoe fit all?

Audet, Nicolas; Gravelle, Toni; Yang, Jing - 2002

Persistent link: https://www.econbiz.de/10001714744

Optimal market structure : does one shoe fit all?

Audet, Nicolas; Gravelle, Toni; Yang, Jing - In: Financial market structure and dynamics : proceedings …, (pp. 17-22). 2002

Persistent link: https://www.econbiz.de/10001787194

Markovian Projection to a Displaced Volatility Heston Model

Antonov, Alexandre - 2008

Markovian Projection is an optimal approximation of a complex underlying process with a simpler one, keeping essential properties of the initial process. The Heston process, as the Markovian Projection target, is an example.In this article, we generalize the results of Markovian Projection onto...

Persistent link: https://www.econbiz.de/10012725040