Trading in the energy market by multicointegration and stochastic optimal control theory
Institution: | University of Oslo |
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Department: | |
Year: | 1000 |
Keywords: | VDP::410 |
Record ID: | 1286205 |
Full text PDF: | http://urn.nb.no/URN:NBN:no-31656 https://www.duo.uio.no/handle/10852/10434 https://www.duo.uio.no/bitstream/handle/10852/10434/3/VuDuyPhamThesis.pdf |