Anna Nazarova

University of Oslo

PO Box 6706 St Olavs plass

Oslo, N-0317

Norway

University of Duisburg-Essen

Lotharstrasse 1

Duisburg, 47048

Germany

  • University of Oslo

  • University of Duisburg-Essen

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Model Risk and Power Plant Valuation

Number of pages: 28 Posted: 04 May 2013
Karl Bannor, Ruediger Kiesel, Anna Nazarova and Matthias A. Scherer
Technische Universität München (TUM), University of Duisburg-Essen - Faculty of Economic Science, University of Oslo and Technische Universität München (TUM)
Downloads 276 (177,749)
Citation 4

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Power Plant Valuation, Spread Options, Model Risk

2.

A Critical Empirical Study of Three Electricity Spot Price Models

Number of pages: 54 Posted: 13 Feb 2013
Fred Espen Benth, Ruediger Kiesel and Anna Nazarova
University of Oslo - Department of Mathematics, University of Duisburg-Essen - Faculty of Economic Science and University of Oslo
Downloads 152 (307,371)
Citation 4

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Electricty spot price, mean-reversion, spikes, jump-diffusion, Ornstein-Uhlenbeck process, electricity forwards, forward risk premium