Produkt mají v nabídce:
Stochastic Modeling Of Electricity And Related Markets - Benth, Fred Espen (Univ Of Oslo, Norway) a Koekebakker, Steen (Agder Univ College, Norway) a Saltyte-benth, Jurate (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.
