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Stochastic Modeling Of Electricity And Related Markets

Specificaties
Gebonden, 352 blz. | EN
World Scientific Publishing Co Pte Ltd | e druk, 2008
ISBN13: 9789812812308
Rubricering
World Scientific Publishing Co Pte Ltd e druk, 2008 9789812812308
Verwachte levertijd ongeveer 16 werkdagen

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

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        Stochastic Modeling Of Electricity And Related Markets