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Integral equations for Rost's reversed barriers: Existence and uniqueness results (2017)

First Author: De Angelis T

Attributed to: Optimal Prediction in Local Electricity Markets funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.spa.2017.01.009

Publication URI: http://dx.doi.org/10.1016/j.spa.2017.01.009

Type: Journal Article/Review

Parent Publication: Stochastic Processes and their Applications

Issue: 10