Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations
- Calvo-Garrido, M.C.
- Ehrhardt, M.
- Vázquez, C.
Revista:
Applied Numerical Mathematics
ISSN: 0168-9274
Ano de publicación: 2019
Volume: 139
Páxinas: 77-92
Tipo: Artigo