Author:
Börger Reik,Cartea Álvaro,Kiesel Rüdiger,Schindlmayr Gero
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference18 articles.
1. Hyperbolic distributions and distributions on hyperbolae;Barndorff-Nielsen;Scandinavian Journal of Statistics,1978
2. Hyperbolic distributions and ramifications: Contributions to theory and application;Barndorff-Nielsen;Statistical Distributions in Scientific Work,1981
3. The normal inverse Gaussian distribution and spot price modelling in energy markets;Benth;International Journal of Theoretical and Applied Finance,2004
4. Börger, R. (2007). Energy-Related Commodity Futures: Statistics, Models and Derivatives, Ph.D. thesis. Also refer to VDM Verlag Dr. Müller, ISBN:978-3836489683, 2008.
5. Pricing in electricity markets: A mean reverting jump diffusion model with seasonality;Cartea;Applied Mathematical Finance,2005
Cited by
24 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