Browsing by Author Dev, Priya
Showing results 2 to 3 of 3
Option pricing for Fractal Activity Time Geometric Brownian Motion (FATGBM)
| Author(s) | Dev, Priya |
|---|---|
| Type | Thesis (PhD) |
| Date Published | 2011 |
| Date Created | - |
Using neural networks and extreme value distributions to model electricity pool prices: Evidence from the Australian National Electricity Market 1998-2013
| Author(s) | Dev, Priya; Martin, Michael |
|---|---|
| Type | Journal article |
| Date Published | 2014 |
| Date Created | - |
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