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RISTowards an improved phasor measurement unit data communications framework
Publisher: IEEE
Year: 2014
Impacts of Premium Bounds on the Operation of Put Option and Day-ahead Electricity Markets
Year: 2017
Abstract:
Abstract:
In this paper, the impacts of premium bounds of put option contracts on the operation of put option and day- ahead electricity markets are studied. To this end, first a comprehensive equilibrium model for a joint put option and day...
On characterizing and generalizing the optional stability property for pricing set
Publisher: Elsevier Science
Year: 2013
A semi analytic pricing formula for lookback options under a general stochastic volatility model
Publisher: Elsevier Science
Year: 2013
Asymptotic distribution of the EPMS estimator for financial derivatives pricing
Publisher: Elsevier Science
Year: 2014
Bayesian option pricing using mixed normal heteroskedasticity models
Publisher: Elsevier Science
Year: 2014
Discretionary Disclosure and Efficiency of Entrepreneurial Investment
Publisher: CAAA
Year: 2014
Response to Buyout Options in Internet Auctions
Publisher: IEEE
Year: 2014
Put Option Pricing and Its Effects on Day-Ahead Electricity Markets
Year: 2018
Abstract:
n this paper, the impacts of strike and premium prices of put option contracts on put option and day-ahead elec- tricity markets are studied. To this end, first a comprehensive equi- librium model for a joint put option and day-ahead markets is pre...
How Does Pricing of Day-ahead Electricity Market Affect Put Option Pricing
Year: 2016
Abstract:
In this paper, impacts of day-ahead market pricing on behavior of producers and
consumers in option and day-ahead markets and on option pricing are studied. To this end,
two comprehensive equilibrium models for joint put option...