Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes
Piergiacomo Sabino
◽
Nicola Cufaro Petroni
Xianfeng Jiang
◽
Yongdong Shi
◽
George J. Jiang
Binh Thanh Dao
◽
Monique Jeanblanc
◽
Nadine Bellamy
Michael Rockinger
◽
Maria Semenova
Carl Chiarella
◽
Andrew Ziogas
2007 ◽
Vol 41
(1)
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pp. 62-70
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2003 ◽
Vol 75
(4)
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pp. 259-274
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2016 ◽
Vol 16
(7)
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pp. 1129-1145
◽
Huawei Niu
◽
Dingcheng Wang
2007 ◽
Vol 44
(1)
◽
pp. 33-57
◽
Maya Briani
◽
Roberto Natalini
◽
Giovanni Russo
Yoshihiko Sugihara
◽
Nobuyuki Oda
2011 ◽
Vol 4
(1)
◽
pp. 33-46
Jing-Hui Dong
◽
Yoshio Iihara