Stochastic Modeling Of Electricity And Related Markets 9789812812308

Category

Electrical power industries

Store

Wordery

Brand

World scientific publishing co

Stochastic Modeling Of Electricity And Related Markets : 9789812812308 : 15 Apr 2008 : 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.

123 GBP