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Research reports by Iivo Vehviläinen

Here are the reports authored by Iivo Vehviläinen. See the reports of all authors.

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