虚度 发表于 2025-3-23 09:52:31

http://reply.papertrans.cn/31/3058/305782/305782_11.png

Nuance 发表于 2025-3-23 14:05:43

http://reply.papertrans.cn/31/3058/305782/305782_12.png

Conscientious 发表于 2025-3-23 21:26:04

http://reply.papertrans.cn/31/3058/305782/305782_13.png

DEVIL 发表于 2025-3-24 00:04:32

http://reply.papertrans.cn/31/3058/305782/305782_14.png

receptors 发表于 2025-3-24 04:50:38

http://reply.papertrans.cn/31/3058/305782/305782_15.png

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

http://reply.papertrans.cn/31/3058/305782/305782_18.png

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
页: 1 [2] 3 4
查看完整版本: Titlebook: Electricity Derivatives; René Aïd Book 2015 The Author(s) 2015 91G20,91G80,91G60.Electricity Derivatives.Jump Processes.Power Plants.Swing