scholarly journals Jump-Diffusion Modeling of a Markov Jump Linear System with Applications in Microgrids

2021 ◽  
Author(s):  
Gilles Mpembele ◽  
Jonathan Kimball
Keyword(s):  
Linear System ◽  
Diffusion Model ◽  
Jump Diffusion ◽  
Diffusion Modeling ◽  
Markov Jump ◽  
Jump Diffusion Model ◽  
Markov Jump Linear System

This paper is about the derivation of a jump-diffusion model of a microgrid operating between standalone and grid-tied modes.

scholarly journals Jump-Diffusion Modeling of a Markov Jump Linear System with Applications in Microgrids

2021 ◽  
Author(s):  
Gilles Mpembele ◽  
Jonathan Kimball
Keyword(s):  
Linear System ◽  
Diffusion Model ◽  
Jump Diffusion ◽  
Diffusion Modeling ◽  
Markov Jump ◽  
Jump Diffusion Model ◽  
Markov Jump Linear System

This paper is about the derivation of a jump-diffusion model of a microgrid operating between standalone and grid-tied modes.

The Pricing of Vulnerable Options Under Jump-Diffusion Model

2013 ◽  
Vol 15 (3) ◽  
pp. 204
Author(s):  
Chixiang CHEN ◽  
Biyi SHEN ◽  
Guangyu YANG
Keyword(s):  
Diffusion Model ◽  
Jump Diffusion ◽  
Jump Diffusion Model ◽  
Vulnerable Options

MCMC estimation of a multi-factor jump diffusion model for power prices

2008 ◽  
Vol 1 (4) ◽  
pp. 65-90 ◽  
Author(s):  
Rikard Green ◽  
Marcus Nossman
Keyword(s):  
Diffusion Model ◽  
Jump Diffusion ◽  
Mcmc Estimation ◽  
Jump Diffusion Model
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