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Ornstein–Uhlenbeck process
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1	A non-Gaussian Ornstein-Uhlenbeck process for electricity spot price modeling and derivatives pricing Thilo Meyer-Brandis Center of Mathematics for Applications / University of Oslo Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:46:56 Economy Money Finance Futures markets Mathematical finance Stochastic processes Electric power distribution Electricity market Futures contract Forward contract Derivative Spot contract
2	DELFT UNIVERSITY OF TECHNOLOGY REPORTEfficient Pricing of Commodity Options with Early-Exercise under the Ornstein–Uhlenbeck process B. Zhang Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:57 Joseph Fourier Stochastic differential equations Fourier analysis Fourier transform Fourier series Normal distribution Symbol Trigonometric functions Characteristic function Mathematical analysis Statistics Probability theory
3	Microsoft Word - Webvoorblad blanco.doc Add to Reading List Source URL: federation.ens.fr Language: English - Date: 2012-09-26 07:59:44 Normal distribution Ornstein–Uhlenbeck process Wiener process Random walk Statistics Stochastic processes Brownian motion
4	DNB Working Paper NoApril 2012 Laura Spierdijk and Jacob Bikker DNB W o r k i n g P a p e r Add to Reading List Source URL: www.dnb.nl Language: English - Date: 2015-06-02 04:55:50 Stock market Mathematical finance Time series analysis Mean reversion Stochastic processes Ornstein–Uhlenbeck process Volatility Share price Quantitative analyst Statistics Financial economics Economics
5	Time-Markovian Representation of Spatio-Temporal Gaussian Processes (with Applications) Simo S¨arkk¨a Department of Biomedical Engineering and Computational Science (BECS) Aalto University, Espoo, Finland Add to Reading List Source URL: inverse-problems.org Language: English - Date: 2013-09-02 06:15:32 Spectral density Ornstein–Uhlenbeck process Markov process Stochastic differential equation White noise Ordinal number Statistics Stochastic processes Gaussian process
6	Modelling vertical fish migration using mixed Ornstein-Uhlenbeck processes Erik Natvig∗, Sam Subbey† Abstract Based on vertical movement data derived from electronic storage tags (DST) attached to fish, we construct Add to Reading List Source URL: www.nik.no Language: English - Date: 2012-02-29 03:37:58 Markov processes Markov chain Ornstein–Uhlenbeck process Kernel density estimation Stochastic matrix Simulation Hidden Markov model Statistics Markov models Stochastic processes
7	Stochastic Calculus for Finance, AME, MT 1998, Problems 1 Stochastic Calculus for Finance Michaelmas Term 1998: Problems for solution Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2010-12-11 08:07:57 Wiener process Risk-neutral measure Black–Scholes Brownian motion Quadratic variation Martingale Ornstein–Uhlenbeck process Stochastic calculus Martingale representation theorem Statistics Stochastic processes Probability theory
8	Preface If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? Of the smallest circle containing 4 points? Why do Brownian sa Add to Reading List Source URL: www.stat.berkeley.edu Language: English - Date: 2005-08-12 17:54:29 Ornstein–Uhlenbeck process Gaussian process Random walk Normal distribution Markov chain Brownian bridge Markov process Independent and identically distributed random variables Wiener process Statistics Stochastic processes Brownian motion
9	STAT 650 Homework 5 Instructors: Drs. Dennis Cox and Rudolf Riedi Due date: Thursday, April 27, 2006 Bring to class or hand in to Dr. Riedi, Duncan Hall[removed]Solve Oksendal problem[removed]Notice the hints given. 13. T Add to Reading List Source URL: www.stat.rice.edu Language: English - Date: 2006-04-21 00:07:08 XT Numerical software Statistics Stochastic differential equations Ornstein–Uhlenbeck process
10	Normalized kernel-weighted random measures Add to Reading List Source URL: www-old.newton.ac.uk Language: English - Date: 2013-04-15 09:00:43 Ornstein Uhlenbeck Dirichlet process Exchangeable random variables Independent and identically distributed random variables Statistics Probability theory Stochastic processes

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