Serenity
发表于 2025-3-25 04:51:56
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强制令
发表于 2025-3-25 09:10:13
Social Policy in Indian Developmenteld can be used to describe complex dependencies between commodities while staying in a tractable multivariate martingale framework. Moreover, we study in detail how spread options can be priced in our new ambit framework. Here we consider both calendar spreads written on one commodity as well as sp
谄媚于性
发表于 2025-3-25 14:30:18
Social Policy in a Development Contexto use a cross hedging strategy based on the Futures contract covering the larger delivery period. For that purpose we formulate the pricing problem in a stochastic target form along the lines of Bouchard et al. (SIAM J. Control Optim. 48:3123–3150, 2009), with a moment loss function. Following the s
世俗
发表于 2025-3-25 19:23:24
The Social Dimension of the European Union,ling and calibration, especially when the objective is to represent both spot prices and forward products, the latter showing a particular time interval: the delivery period. The two main approaches to model electricity prices are: (i) models on a fictitious forward curve from what we can deduce spo
Tractable
发表于 2025-3-25 23:49:43
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abreast
发表于 2025-3-26 03:01:00
https://doi.org/10.1007/978-3-642-22525-3rgy infrastructure. How can one decide optimal build times on a 50 year project horizon when regulations regarding pricing and costs change on a much shorter time scale? In this paper we present a quantitative framework for modelling and interpreting regulatory changes for energy real options as a P
Longitude
发表于 2025-3-26 06:03:29
https://doi.org/10.1007/978-3-642-22525-3ded to the manager comes from simulated data of cash flows under historical (or subjective) measure in a possibly incomplete market. Our approach is suitable also to incorporating subjective views from management or market experts and to stochastic investment costs..It is based on the Hedged Monte C
落叶剂
发表于 2025-3-26 08:56:17
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Thymus
发表于 2025-3-26 14:57:50
Nidhal Ben Cheikh,Jean Yves Moisseronevelopment of renewable sources, exploration and new technologies, and changing costs of production. Our main focus is on dynamic Cournot competition with exhaustible resources. We trace the resulting theory of competitive equilibria and discuss some of the major emerging strands, including competit
残忍
发表于 2025-3-26 17:35:24
Ali Akbar Tajmazinani,Zahra Mahdavi Mazinaniwances on an auction carbon market. The producers’ strategies integrate the coupling of the two markets via the cost functions of the electricity production. We set out a clear Nash equilibrium on the power market that can be used to compute equilibrium prices on both markets as well as the related