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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)
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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)
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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 15 de abril de 2008 |
| ISBN13 | 9789812812308 |
| Editores | World Scientific Publishing Co Pte Ltd |
| Páginas | 352 |
| Dimensiones | 161 × 236 × 20 mm · 678 g |
