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Mathematical methods of operations research
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Pricing electricity derivatives within a Markov regime-switching model : a risk premium approach
Janczura, Joanna
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010347963
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Heavy-tails and regime-switching in electricity prices
Weron, Rafał
- In:
Mathematical methods of operations research
69
(
2009
)
3
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pp. 457-473
Persistent link: https://www.econbiz.de/10003858270
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