𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A valuation algorithm for indifference prices in incomplete markets

✍ Scribed by Marek Musiela; Thaleia Zariphopoulou

Publisher
Springer-Verlag
Year
2004
Tongue
English
Weight
204 KB
Volume
8
Category
Article
ISSN
0949-2984

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A new recursive neural network algorithm
A new recursive neural network algorithm to forecast electricity price for PJM day-ahead market
✍ Paras Mandal; Anurag K. Srivastava; Tomonobu Senjyu; Michael Negnevitsky πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 284 KB

This paper evaluates the usefulness of publicly available electricity market information in predicting the hourly prices in the PJM day-ahead electricity market using recursive neural network (RNN) technique, which is based on similar days (SD) approach. RNN is a multi-step approach based on one out