Forventes på lager: 15-04-2008
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.
| Forlag | World Scientific Publishing Co Pte Ltd |
| Forfattere | Fred Espen (Univ Of Oslo Benth, Steen (Agder Univ College Koekebakker, Jurate (Univ Of Oslo Saltyte-benth |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgivelsesdato | 15-04-2008 |
| Første udgivelsesår | 2008 |
| Serie | Advanced Series on Statistical Science & Applied Probability |
| Illustrationer | Illustrations |
| Originalsprog | Singapore |
| Sideantal | 352 |
| Indbinding | Hardback |
| Forlag | World Scientific Publishing Co Pte Ltd |
| Sideoplysninger | 352 pages, Illustrations |
| Mål | 236 x 161 x 20 |
| ISBN-13 / EAN-13 | 9789812812308 |