Stochastic Modeling Of Electricity And Related Markets - Advanced Series on Statistical Science & Applied Probability - Benth, Fred Espen (Univ Of Oslo, Norway) - Bøger - World Scientific Publishing Co Pte Ltd - 9789812812308 - 15. april 2008
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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

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

Medie Bøger     Hardcover bog   (Bog med hård ryg og stift omslag)
Udgivet 15. april 2008
ISBN13 9789812812308
Forlag World Scientific Publishing Co Pte Ltd
Antal sider 352
Mål 161 × 236 × 20 mm   ·   678 g
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