Subject
Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting
Reference14 articles.
1. Lévy Processes and Stochastic Calculus
2. Approximations of Small Jumps of LéVy Processes with a View towards Simulation;Asmussen;Journal of Applied Probability,2011
3. THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS
4. Modeling and Pricing in Financial Markets for Weather Derivatives;Benth,2012
5. Stochastic Modelling of Electricity and Related Markets;Benth,2008
Cited by
34 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