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Barlow, Martin T.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
859 |
Total
Citations
18 |
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Barlow, Martin T. University of British Columbia (UBC) - Department of Mathematics Gusev, Yuri IRMACS Centre, SFU Lai, Manpo Algorithmics Inc.
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Electricity markets, mean-reverting commodity prices, multifactor models, stochastic differential equations, Kalman Filters, calibration of market models
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Barlow, Martin T. University of British Columbia (UBC) - Department of Mathematics
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11
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14
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Records 1 -
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