Stochastic Modeling Of Electricity And Related Markets
Fred Espen (Univ Of Oslo, Norway) Benth, Jurate (Univ Of Oslo, Norway) Saltyte-benth, Steen (Agder Univ College, Norway) Koekebakker
World Scientific Publishing Co Pte Ltd, 2008
162,95 €On orderDelivery: 2-3 weeks
Offers a treatment on the stochastic modeling of energy markets. This book describes Ornstein-Uhlenbeck processes as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes.
- ISBN-13
- 9789812812308
- ISBN-10
- 981281230X
- Publisher
- World Scientific Publishing Co Pte Ltd
- Year
- 2008
- Publication date
- 2008-04-15
- Pages
- 352
- Dimensions
- 236x161x20
- Weight
- 678