View in EDS

A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices

Saved in:
Bibliographic Details
Title: A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
Authors: Albanese, Claudio1, albanese@mth.kcl.ac.uk, Lo, Harry2, harry.lo@ic.ac.uk, Tompaidis, Stathis3, stathis.tompaidis@mccombs.utexas.edu
Source: European Journal of Operational Research; 10/16/2012, Vol. 222 Issue 2, p361-368, 8p
Database: Applied Science & Technology Source
FullText Text:
  Availability: 0
Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 76616568
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AU" term="%22Albanese%2C+Claudio%22">Albanese, Claudio</searchLink><relatesTo>1</relatesTo>, <i>albanese@mth.kcl.ac.uk</i><br /><searchLink fieldCode="AU" term="%22Lo%2C+Harry%22">Lo, Harry</searchLink><relatesTo>2</relatesTo>, <i>harry.lo@ic.ac.uk</i><br /><searchLink fieldCode="AU" term="%22Tompaidis%2C+Stathis%22">Tompaidis, Stathis</searchLink><relatesTo>3</relatesTo>, <i>stathis.tompaidis@mccombs.utexas.edu</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22European+Journal+of+Operational+Research%22">European Journal of Operational Research</searchLink>; 10/16/2012, Vol. 222 Issue 2, p361-368, 8p
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=76616568
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1016/j.ejor.2012.04.030
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 8
        StartPage: 361
    Titles:
      – TitleFull: A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Albanese, Claudio
      – PersonEntity:
          Name:
            NameFull: Lo, Harry
      – PersonEntity:
          Name:
            NameFull: Tompaidis, Stathis
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 16
              M: 10
              Text: 10/16/2012
              Type: published
              Y: 2012
          Identifiers:
            – Type: issn-print
              Value: 03772217
          Numbering:
            – Type: volume
              Value: 222
            – Type: issue
              Value: 2
          Titles:
            – TitleFull: European Journal of Operational Research
              Type: main
ResultId 1