Open AccessNumerical Methods of Option Pricing for Two Specific Models of Electricity Prices
Author(s) -
Shiva Zamani
Publication year - 2007
Publication title -
journal of statistical research of iran
Language(s) - English
Resource type - Journals
ISSN - 1735-1294
DOI - 10.18869/acadpub.jsri.3.2.203
Subject(s) - monte carlo method , discretization , valuation of options , electricity , mathematics , econometrics , monte carlo methods for option pricing , commodity , electricity market , economics , mathematical optimization , statistics , finance , electrical engineering , engineering , mathematical analysis
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