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...

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...

Since 1972 and the appearance of the famous Black & Scholes option pric­ ing formula, derivatives...

Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentiet...

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes w...

These Proceedings offer a selection of peer-reviewed research and survey papers by some of the fo...

The current volume presents four chapters touching on some of the most important and modern areas...

Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentiet...

These Proceedings offer a selection of peer-reviewed research and survey papers by some of the fo...

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes w...