المؤلفون: Hess, Markus

المساهمون: Kiesel, Rüdiger (Akademische Betreuung), Kiesel, Rüdiger

مصطلحات موضوعية: nonlinear stochastic filtering, commodity market, jump-diffusion, future information, optimal liquidation of electricity futures portfolios, stochastic differential equation, price impact model, weather market, insider trading, utility maximizing portfolio selection, Stochastic calculus, multi-factor Ornstein-Uhlenbeck model, emission market, asymmetric information, enlargement of filtration, temperature derivatives under weather forecasts, ddc:510, change of probability measure, information premium, Fakultät für Mathematik » Stochastik, electricity market models, forward-looking/anticipative information, optimal consumption rates, electricity futures option prices, Mathematik, Ito-Lévy process, ddc:51

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::677f4dd633ea54e3c6dc00d387839128Test

المؤلفون: Belomestny, Denis, Kiesel, Rüdiger, Hess, Markus, Rheinländer, Thorsten

مصطلحات موضوعية: weather market, nonlinear stochastic filtering, jump-diffusion, commodity market, Ito-Lévy process, information premium, forward-looking/anticipative information, electricity market models, optimal consumption rates, insider trading, stochastic differential equation, change of probability measure, enlargement of filtration, multi-factor Ornstein-Uhlenbeck model, asymmetric information, utility maximizing portfolio selection, temperature derivatives under weather forecasts, emission market, future information, price impact model, electricity futures option prices, Stochastic calculus, optimal liquidation of electricity futures portfolios, eco, envir

العلاقة: https://nbn-resolving.org/urn:nbn:de:hbz:464-20130513-120626-1Test

الإتاحة: https://nbn-resolving.org/urn:nbn:de:hbz:464-20130513-120626-1Test

المؤلفون: Hess, Markus

المساهمون: Kiesel, Rüdiger, Belomestny, Denis, Rheinländer, Thorsten, Pebble, Rüdiger

الإتاحة: http://nbn-resolving.de/urn:nbn:de:hbz:464-20130513-120626-1Test