Polynomial Processes for Power Prices
| العنوان: | Polynomial Processes for Power Prices |
|---|---|
| المؤلفون: | Tony Ware |
| المصدر: | Applied Mathematical Finance. 26:453-474 |
| بيانات النشر: | Informa UK Limited, 2019. |
| سنة النشر: | 2019 |
| مصطلحات موضوعية: | Polynomial, 050208 finance, Property (philosophy), Current (mathematics), Degree (graph theory), Process (engineering), Applied Mathematics, 05 social sciences, State (functional analysis), 01 natural sciences, Power (physics), 010104 statistics & probability, ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION, 0502 economics and business, 0101 mathematics, Mathematical economics, Finance, Mathematics |
| الوصف: | Polynomial processes have the property that expectations of polynomial functions (of degree n, say) of the future state of the process conditional on the current state are given by polynomi... |
| تدمد: | 1466-4313 1350-486X |
| DOI: | 10.1080/1350486x.2020.1715808 |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_________::306f7289187cb2a5fc903ebbdf540152 https://doi.org/10.1080/1350486x.2020.1715808 |
| Rights: | OPEN |
| رقم الانضمام: | edsair.doi...........306f7289187cb2a5fc903ebbdf540152 |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 14664313 1350486X |
|---|---|
| DOI: | 10.1080/1350486x.2020.1715808 |