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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released April 15, 2008
ISBN13 9789812812308
Publishers World Scientific Publishing Co Pte Ltd
Pages 352
Dimensions 161 × 236 × 20 mm   ·   678 g
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