DocumentCode
6111
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(
Grade
دكتري
Major
FSA 3 - Doctorat en sciences appliqu{ف }es
Number of pages
0
Publish Date
2003
Keyword
derivatives pricing , Hedging , stochastic model estimation
Note
01
Language
انگليسي
Link To Document