Stochastic Modeling Of Electricity And Related Markets

(Bog, Hardback, Engelsk)
Forfattere: Fred Espen (Univ Of Oslo Benth, Steen (Agder Univ College Koekebakker, Jurate (Univ Of Oslo Saltyte-benth

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Beskrivelse

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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Alle detaljer

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