Numerical Methods for Modeling Energy Spot PricesPOMPES PAR TRANSITIONS MULTIPLES

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" Numerical Methods for Modeling Energy Spot PricesPOMPES PAR TRANSITIONS MULTIPLES "

Document Type	:	Latin Dissertation
Language of Document	:	English
Record Number	:	152710
Doc. No	:	ET24502
Main Entry	:	Bradley Dale Tifenbach
Title Proper	:	Numerical Methods for Modeling Energy Spot PricesPOMPES PAR TRANSITIONS MULTIPLES
Note	:	This document is digital این مدرک بصورت الکترونیکی می باشد
Abstract	:	We develop a general numerical method for solving stochastic differential equa-tions by constmcting trinomial trees. The traditional trinomial tree is introduced andthen a significant improvement is adapted to the method to create faster trees. Themethods are illustrated by applying them to a class of mean reverting models.
Subject	:	Electericl tess
	:	برق
electronic file name	:	TL48709.pdf
Title and statement of responsibility and	:	Numerical Methods for Modeling Energy Spot PricesPOMPES PAR TRANSITIONS MULTIPLES [Thesis]