Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations
Author:
Funder
MINECO
Xunta de Galicia
FEDER
DAAD
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics,Numerical Analysis
Reference36 articles.
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5. Valuation of Swing Options in Electricity Commodity Markets;Bodea,2012
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