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  • Search: subject:"Multivariate Normal Inverse Gaussian distribution"
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Derivat 1 Derivative 1 Electricity 1 Electricity swaps 1 Elektrizität 1 Lévy processes 1 Multivariate Normal Inverse Gaussian distribution 1 Option pricing theory 1 Optionspreistheorie 1 Risikoprämie 1 Risk premium 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic forward premium 1 Stochastic process 1 Stochastischer Prozess 1 Swap 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Blanco, Iván 1 Peña Sánchez de Rivera, Juan Ignacio 1 Rodríguez, Rosa 1
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The energy journal 1
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ECONIS (ZBW) 1
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Modelling electricity swaps with stochastic forward premium models
Blanco, Iván; Peña Sánchez de Rivera, Juan Ignacio; … - In: The energy journal 39 (2018) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10011825389
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