浏览/检索结果:共2条，第1-2条

已选(0)清除条数/页：排序方式：
	A structural risk-neutral model for pricing and hedging power derivatives 期刊论文 Mathematical Finance,2013, 卷号: 23, 期号: 3, 页码: 387-438 作者: Aïd, René; Campi, Luciano; Langrené, Nicolas 收藏 \| 浏览/下载：12/0 \| 提交时间：2022/08/29 Capacity Electricity demand Electricity spot and forward prices Extended incomplete Goodwin-Staton integral Fuels Local risk minimization Minimal martingale measure Power derivatives Scarcity function Spread options
	Growth optimal portfolio in a market driven by a jump-diffusion-like process or a Lévy process 期刊论文 Annals of Economics and Finance,2000, 卷号: 1, 期号: 1, 页码: 101-116 作者: Yan, Jia'an; Zhang, Qiang; Zhang, Shuguang 收藏 \| 浏览/下载：9/0 \| 提交时间：2021/05/13 Growth optimal portfolio Jump-Diffusion Lévy process Martingale measure Numeraire port-folio Relative entropy