Billede af bogens forside - Stochastic Modeling Of Electricity And Related Markets

Stochastic Modeling Of Electricity And Related Markets

af Fred Espen (Univ Of Oslo Benth, m.fl.

Bog, Hardback, Engelsk, 2008

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.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9789812812308
  • Udgivet15/04/2008
  • Udgivet afWorld Scientific Publishing Co Pte Ltd
  • Længde352 sider
  • ForfattereFred Espen (Univ Of Oslo Benth, Steen (Agder Univ College Koekebakker, Jurate (Univ Of Oslo Saltyte-benth
  • GenreBusiness og læring