University of Limerick Institutional Repository

Browsing Departments Kemmy Business School by Subject "mean reverting variance gamma processes"

DSpace Repository

Browsing Departments Kemmy Business School by Subject "mean reverting variance gamma processes"

Sort by: Order: Results:

  • Cummins, Mark; Kiely, Greg; Murphy, Bernard (Elsevier, 2018)
    A practical problem for energy companies is instituting a consistent framework across its supply and trading activities to deliver on all-important P&L and at-Risk reporting requirements. With a focus on storage assets and ...

Search ULIR


Browse

My Account

Statistics