Title :
An Integrated Affine Jump Diffusion Framework to Manage Power Portfolios in a Deregulated Market
Author :
Bastin Georges P. استاد راهنما , Bolle L-on Membre du jury استاد مشاور , Delbaen Freddy استاد مشاور
University :
UCL )Les Bibliotheques de L,Universite Catholique de Louvain(
Major :
FSA 3 - Doctorat en sciences appliqu{ف }es
Keyword :
derivatives pricing , Hedging , stochastic model estimation
