Browsing NTNU Open by Author "Skogtrø, Bjørn Waage"
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Valuating Forward Contracts in the Electricity Market using Partial Integro-differential Equations
Skogtrø, Bjørn Waage (Master thesis, 2007)e will evaluate forward contracts in the electricity market. A thorough presentation of stochastic analysis for processes with discontinuous paths are provided, and some results concerning these from mathematical finance ...