02812nam0 22005773i 450 VAN0027905520241002114852.279N978303140367520240703d2023 |0itac50 baengCH|||| |||||Stochastic Models for Prices Dynamics in Energy and Commodity MarketsAn Infinite-Dimensional PerspectiveFred Espen Benth, Paul KrühnerChamSpringer2023ix, 250 p.ill.24 cm001VAN001025902001 Springer finance210 BerlinSpringer60G60Random fields [MSC 2020]VANC023477MF60H15Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]VANC021488MF60H30Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]VANC021490MF91-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]VANC025601MF91B26Auctions, bargaining, bidding and selling, and other market models [MSC 2020]VANC033669MF91B74Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020]VANC027805MF91G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]VANC031011MF91G30Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]VANC031012MFCommodity marketsKW:KEnergy marketsKW:KForward pricingKW:KFunctional AnalysisKW:KFutures pricingKW:KHJM-approachKW:KInfinite dimensional stochastic analysisKW:KKrigingKW:KLévy processKW:KMathematical FinanceKW:KOption pricingKW:KRisk managementKW:KSpatial StatisticsKW:KSpot priceKW:KStochastic processesKW:KCHChamVANL001889BenthFred EspenVANV076523151492KrühnerPaulVANV2316061449236Springer <editore>VANV108073650ITSOL20250606RICAhttps://doi.org/10.1007/978-3-031-40367-5E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00279055BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 9266 08eMF9266 20240708 Stochastic Models for Prices Dynamics in Energy and Commodity Markets3645564UNICAMPANIA