Mª del Carmen
Calvo Garrido
Profesora Axudante Doutora
University of Wuppertal
Wuppertal, AlemaniaPublications in collaboration with researchers from University of Wuppertal (2)
2019
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Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations
Applied Numerical Mathematics, Vol. 139, pp. 77-92
2017
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Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach
Journal of Computational Finance, Vol. 20, Núm. 3, pp. 81-107