↓ Skip to main content
What is this page? Embed badge

Quantitative Energy Finance

Overview of attention for book
Cover of 'Quantitative Energy Finance'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 A Review of Optimal Investment Rules in Electricity Generation
  3. Altmetric Badge
    Chapter 2 A Survey of Commodity Markets and Structural Models for Electricity Prices
  4. Altmetric Badge
    Chapter 3 Fourier-Based Valuation Methods in Mathematical Finance
  5. Altmetric Badge
    Chapter 4 Mathematics of Swing Options: A Survey
  6. Altmetric Badge
    Chapter 5 Inference for Markov Regime-Switching Models of Electricity Spot Prices
  7. Altmetric Badge
    Chapter 6 Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes
  8. Altmetric Badge
    Chapter 7 Modelling Power Forward Prices for Positive and Negative Power Spot Prices with Upward and Downward Spikes in the Framework of the Non-Markovian Approach
  9. Altmetric Badge
    Chapter 8 An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia
  10. Altmetric Badge
    Chapter 9 A Dynamic Lévy Copula Model for the Spark Spread
  11. Altmetric Badge
    Chapter 10 Constrained Density Estimation
  12. Altmetric Badge
    Chapter 11 Electricity Options and Additional Information
Attention for Chapter 4: Mathematics of Swing Options: A Survey
Altmetric Badge

Citations

dimensions_citation
18 Dimensions
Summary Dimensions citations
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Chapter title
Mathematics of Swing Options: A Survey
Chapter number 4
Book title
Quantitative Energy Finance
Published by
Springer, New York, NY, January 2014
DOI 10.1007/978-1-4614-7248-3_4
Book ISBNs
978-1-4614-7247-6, 978-1-4614-7248-3
Authors

Jukka Lempa, Lempa, Jukka

View on publisher site

This page is provided by Altmetric.