SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Fundamentals of Electricity Derivatives · Study

ArticleShelves

ArticleFundamentals of Electricity Derivatives

Alexander Eydeland1999

Article1999

Fundamentals of Electricity Derivatives

Alexander Eydeland · Hélyette Geman

56 citations·0/0 files stored

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Electric Power System Optimization Risk Management in Financial Firms

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 56 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 2005Theory of rational option pricing 1976Option pricing when underlying stock returns are discontinuous 1985Evaluating Natural Resource Investments 1993BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES

Cited by

2011Commodity Price Dynamics 2005Pricing electricity risk by interest rate methods 2005Heavy tails and electricity prices 2016Structural models for coupled electricity markets

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2000Continuous‐Time Methods in Finance: A Review and an Assessmentarticle · 5 shared references 2004ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applicationsarticle · 5 shared references 2004Option Pricing: Valuation Models and Applicationsarticle · 5 shared references 2002Pure jump Lévy processes for asset price modellingarticle · 4 shared references 1988Contingent claims valuation when the security price is a combination of an Ito process and a random point processarticle · 4 shared references 2013Valuation of IT Investments Using Real Options Theoryarticle · 4 shared references

Details

Year1999

Typearticle

Published1999-01-01

Languageen

Citations56

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

openalex_workW32470850

Links

landingopen

Imported from OpenAlex (CC0) — nothing here is generated.