虚度
发表于 2025-3-23 09:52:31
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Nuance
发表于 2025-3-23 14:05:43
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Conscientious
发表于 2025-3-23 21:26:04
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DEVIL
发表于 2025-3-24 00:04:32
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receptors
发表于 2025-3-24 04:50:38
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全部逛商店
发表于 2025-3-24 08:16:46
Derivatives,t. . should be considered as the basis for more complex derivatives such as tolling contracts or swing options which were first mentioned in Sect. .. Thus, I limit this section on spread options to a presentation of their different forms and on the cases where there is a closed-form formula or an analytical approximation.
Jacket
发表于 2025-3-24 12:21:24
Conclusion,ed, from Gaussian mean-reversion processes to the cutting edge ambit fields, it seems that no modeling framework has escaped implementation in the electricity markets. But, I want to use this opportunity to propose some guidelines for future research. I currently see four major research streams.
obnoxious
发表于 2025-3-24 18:09:34
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Coterminous
发表于 2025-3-24 19:01:01
SpringerBriefs in Quantitative Financehttp://image.papertrans.cn/e/image/305782.jpg
惰性女人
发表于 2025-3-25 01:30:07
Electricity Derivatives978-3-319-08395-7Series ISSN 2192-7006 Series E-ISSN 2192-7014