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  • Search: subject:"Positivity of solution to stochastic differential equation"
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Analysis 1 Arithmetic jump-diffusion model 1 Electric power industry 1 Electricity price 1 Electricity spot/forward/futures price 1 Elektrizitätswirtschaft 1 Enlargement of filtration 1 Future information 1 Insider trading 1 Insiderhandel 1 Long-term behavior 1 Mathematical analysis 1 Option pricing 1 Option pricing theory 1 Optionspreistheorie 1 Ornstein-Uhlenbeck process 1 Positivity of solution to stochastic differential equation 1 Stochastic calculus 1 Stochastic process 1 Stochastischer Prozess 1 Strompreis 1 Volatility 1 Volatilität 1
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Hess, Markus 1
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Energy economics 1
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Modeling positive electricity prices with arithmetic jump-diffusions
Hess, Markus - In: Energy economics 67 (2017), pp. 496-507
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