Author:
Janczura Joanna,Weron Rafał
Reference59 articles.
1. Bally, V., Talay, D.: The law of the Euler scheme for stochastic differential equations: II. Convergence rate of the density. Monte Carlo Methods and Applications 2, 93–128 (1996).
2. Benth, F.E., Benth, J.S., Koekebakker, S.: Stochastic Modeling of Electricity and Related Markets. World Scientific, Singapore (2008).
3. Benth, F.E., Cartea, A., Kiesel, R.: Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium. Journal of Banking & Finance 32(10), 2006–2021 (2008).
4. Benth, F.E., Koekebakker, S., Ollmar, F.: Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation. Journal of Derivatives – Fall, 52–66 (2007).
5. Bierbrauer, M., Menn, C., Rachev, S.T., Trück, S.: Spot and derivative pricing in the EEX power market. Journal of Banking and Finance 31, 3462–3485 (2007).
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献