Sfoglia per Relatore  

Opzioni
Vai a: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Mostrati risultati da 1 a 8 di 8
Tipologia Anno Titolo Titolo inglese Autore File
Lauree magistrali 2022 A Stochastic Model for Optimal Investment in Renewable Energy Communities A Stochastic Model for Optimal Investment in Renewable Energy Communities PORTALURI, LORENZO
Lauree magistrali 2022 Definizione di strategie di ottimizzazione nel mercato spot day-ahead/intraday con previsione del segno di sbilanciamento orario e PUN nel mercato elettrico italiano Definition of optimization strategies in the day ahead and intraday Italian electricity market with unbalacing sign and spot price forecast IPPOLITI, GABRIELE
Lauree magistrali 2023 Jump processes in energy commodities prices Jump processes in energy commodities prices GHBARIEH, SOFIA
Lauree magistrali 2023 Lévy-based Stochastic Models for Financial Engineering Lévy-based Stochastic Models for Financial Engineering CALAON, NICOLO'
Lauree magistrali 2021 Liquidity and interest rate risks Liquidity and interest rate risks SALZANO, LEONARDO
Lauree magistrali 2023 Optimal Investment with Incentives for Renewable Energy Communities: a Stochastic Approach Optimal Investment with Incentives for Renewable Energy Communities: a Stochastic Approach SEVERINO, IVANO
Lauree magistrali 2022 REPRESENTABLE AMERICAN PAYOFFS: THE LINK BETWEEN AMERICAN OPTION AND EUROPEAN OPTION. REPRESENTABLE AMERICAN PAYOFFS: THE LINK BETWEEN AMERICAN OPTION AND EUROPEAN OPTION MENEGAZZO, IRENE
Lauree magistrali 2024 Stochastic Volatility Models for Natural Gas Markets: A Temperature-Driven Approach Stochastic Volatility Models for Natural Gas Markets: A Temperature-Driven Approach ROSSI, MARCO
Mostrati risultati da 1 a 8 di 8
Legenda icone

  •  file ad accesso aperto
  •  file ad accesso riservato
  •  file sotto embargo
  •  nessun file disponibile