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Stochastic Modeling Of Electricity And Related Markets - Advanced Series on Statistical Science & Applied Probability
Benth, Fred Espen (Univ Of Oslo, Norway)
Stochastic Modeling Of Electricity And Related Markets - Advanced Series on Statistical Science & Applied Probability
Benth, Fred Espen (Univ Of Oslo, Norway)
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.
350 pages, Illustrations
Media | Boeken Hardcover Book (Boek met harde rug en kaft) |
Vrijgegeven | 15 april 2008 |
ISBN13 | 9789812812308 |
Uitgevers | World Scientific Publishing Co Pte Ltd |
Pagina's | 352 |
Afmetingen | 161 × 236 × 20 mm · 678 g |
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