Approximating Lévy Semistationary Processes via Fourier...

SIAM Journal on Financial Mathematics 2014 / 01 Vol. 5; Iss. 1

Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets

Benth, Fred Espen, Eyjolfsson, Heidar, Veraart, Almut E. D.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
5
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/130905320
Date:
January, 2014
File:
PDF, 303 KB
english, 2014
Conversion to is in progress
Conversion to is failed