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Martingale theory / Differential equations / Options / Stochastic volatility / Volatility / Forward price / Economic model / Stochastic differential equation / Ornstein–Uhlenbeck process / Statistics / Stochastic processes / Mathematical finance


Document Date: 2010-08-23 03:07:56

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Facility

Economics University of Agder Serviceboks / Applications University of Oslo P.O. Box / /

Holiday

Assumption / /

IndustryTerm

energy markets / energy forward contracts / electricity market / model electricity forward prices / electricity / typical electricity market / finance / model electricity forward contracts / electricity forward price / electricity forward markets / electricity forward prices / mathematical finance literature / energy forward markets / empirical applications / electricity spot / electricity markets / /

Organization

Almut E. D. Veraart School of Economics and Management Aarhus University Bartholins Allé / School of Economics / University of Oslo / Economics University of Agder Serviceboks / Department of Mathematical Sciences / School of Economics and Management Aarhus University Ny Munkegade / Ole E. Barndorff-Nielsen Thiele Center / Applications University / Centre of Mathematics / /

Person

Samuelson / Fred Espen Benth / /

Position

model financial assets / MODELLING FORWARD / Rt / model for the electricity forward price / forward / /

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