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A Lattice-Based Method for Pricing Electricity Derivatives Under the Threshold Model
Geman, Helyette; Kourouvakalis, Stelios - In: Applied mathematical finance 15 (2008) 5, pp. 531-568
Persistent link: https://www.econbiz.de/10008715281
Cover Image
INTRODUCTION
Geman, Helyette - In: Applied mathematical finance 15 (2008) 5, pp. 403-405
Persistent link: https://www.econbiz.de/10008715285
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A Lattice-Based Method for Pricing Electricity Derivatives Under the Threshold Model
Geman, Helyette; Kourouvakalis, Stelios - In: Applied mathematical finance 15 (2008) 5, pp. 531-568
Persistent link: https://www.econbiz.de/10008716619
Cover Image
INTRODUCTION
Geman, Helyette - In: Applied mathematical finance 15 (2008) 5, pp. 403-405
Persistent link: https://www.econbiz.de/10008716624
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Modelling Electricity Prices with Forward Looking Capacity Constraints
Cartea, Alvaro; Figueroa, Marcelo; Geman, Helyette - In: Applied mathematical finance 16 (2009) 1-2, pp. 103-122
Persistent link: https://www.econbiz.de/10008311799
Cover Image
A Lattice-Based Method for Pricing Electricity Derivatives Under the Threshold Model
Geman, Helyette; Kourouvakalis, Stelios - In: Applied mathematical finance 15 (2008) 5, pp. 531
Persistent link: https://www.econbiz.de/10008155113
Cover Image
INTRODUCTION
Geman, Helyette - In: Applied mathematical finance 15 (2008) 5, pp. 403-404
Persistent link: https://www.econbiz.de/10008155117
Cover Image
Modelling Electricity Prices with Forward Looking Capacity Constraints
Cartea, Alvaro; Figueroa, Marcelo; Geman, Helyette - In: Applied mathematical finance 16 (2009) 2, pp. 103-123
Persistent link: https://www.econbiz.de/10008432324
Cover Image
Modelling Electricity Prices with Forward Looking Capacity Constraints
Cartea, Alvaro; Figueroa, Marcelo; Geman, Helyette - In: Applied mathematical finance 16 (2009) 2, pp. 103-122
Persistent link: https://www.econbiz.de/10008240403