Research reports by Iivo Vehviläinen
Helsinki University of Technology Institute of Mathematics Research Reports A
- A475
- Iivo Vehviläinen
- Applyining mathematical finance tools to the competitive Nordic electricity market [pdf][ps] abstract: [pdf][ps]
- Received 2004-10-22 * mathematical finance, electricity markets, risk management, derivative pricing, stochastic modelling * AMS 91B28, 60G35 * 34 pages