Author:
Albanese Claudio,Lo Harry,Tompaidis Stathis
Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference16 articles.
1. Albanese, C., 2007. Operator methods, abelian processes and dynamic conditioning, preprint.
2. Albanese, C., Kuznetsov, A., 2005. Discretization schemes for subordinated processes, preprint.
3. Albanese, C., Mijatović, A., 2007. Convergence rates for diffusions on continuous-time lattices, Imperial College, preprint.
4. Interruptible electricity contracts from an electricity retailer’s point of view: valuation and optimal interruption;Baldick;Operations Research,2006
5. A diffusion model for electricity prices;Barlow;Mathematical Finance,2002
Cited by
13 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