Hawkes processes for modeling event arrivals on the intraday market for electricity deliveries in Germany and their use in optimal market maker pricing (English)
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- New search for: Graf von Luckner, Nikolaus
- New search for: Graf von Luckner, Nikolaus
- New search for: Kiesel, Rüdiger
2021
- Theses / Electronic Resource
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Title:Hawkes processes for modeling event arrivals on the intraday market for electricity deliveries in Germany and their use in optimal market maker pricing
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Contributors:Graf von Luckner, Nikolaus ( author ) / Kiesel, Rüdiger
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Publication date:2021-10-05
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DOI:
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Type of media:Theses
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Type of material:Electronic Resource
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Language:English
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