The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of h...
Finance and energy markets have been an active scientific field for some time, even though the de...
Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes w...
The current volume presents four chapters touching on some of the most important and modern areas...
The objective of this textbook is to provide a very basic and accessible introduction to option p...
This monograph presents a theory for random field models in time and space, viewed as stochastic ...
Power markets are undergoing a major transformation from gas and oil-fueled generation toward ren...
Finance and energy markets have been an active scientific field for some time, even though the de...
Finance and energy markets have been an active scientific field for some time, even though the de...
Weather derivatives provide a tool for weather risk management, and the markets for these exotic ...
The markets for electricity, gas and temperature have distinctive features, which provide the foc...
Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes w...