Fred Espen (Univ Of Oslo, Norway) Benth,
Steen (Agder Univ College, Norway) Koekebakker,
Jurate (Univ Of Oslo, Norway) Saltyte-benth
World Scientific Publishing Co Pte Ltd
e druk, 2008
9789812812308
Stochastic Modeling Of Electricity And Related Markets
Specificaties
Gebonden, 352 blz.
|
EN
World Scientific Publishing Co Pte Ltd |
2008
ISBN13: 9789812812308
Rubricering
Onderdeel van serie
Advanced Series on Statistical Science & Applied Probability
Levertijd ongeveer 16 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9789812812308
Taal:EN
Bindwijze:Gebonden
Aantal pagina's:352
Uitgever:World Scientific Publishing Co Pte Ltd