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Stochastic Modeling of Electricity and Related Markets de Fred Espen Benth

Stochastic Modeling of Electricity and Related Markets: Advanced Series on Statistical Science and Applied Probability, cartea 11

Autor Fred Espen Benth, Jurate Saltyte Benth, Steen Koekebakker
en Limba Engleză Hardback – 13 apr 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.
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Specificații

ISBN-13: 9789812812308
ISBN-10: 981281230X
Pagini: 337
Dimensiuni: 155 x 229 x 20 mm
Greutate: 0.68 kg
Editura: World Scientific Publishing Company
Seria Advanced Series on Statistical Science and Applied Probability