Publisher
Springer Science and Business Media LLC
Reference17 articles.
1. Di Persio L, Perin I. An ambit stochastic approach to pricing electricity forward contracts: the case of the German energy market. J Probab Stat. 2015;2015:626020.
2. Di Persio L, Frigo M. Gibbs sampling approach to regime switching analysis of financial time series. J Comput Appl Math. 2016;300:43-55.
3. Marinelli C, Di Persio L, Ziglio G. Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps. J Funct Anal. 2013;264(12):2784-816.
4. Aïd R. Electricity derivatives. Berlin: Springer; 2015.
5. Cordoni F, Di Persio L. Backward stochastic differential equations approach to hedging, option pricing, and insurance problems. Int J Stoch Anal. 2014;2014:152389.
Cited by
15 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