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Vrednotenje opcij na urne produkte električne enrgije v okviru analize rentabilnosti plinskih elektrarn : magistrsko delo
ID Cigut, Gregor (Author), ID Ahčan, Aleš (Mentor) More about this mentor... This link opens in a new window

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PID: 20.500.12556/rul/920a08bf-5c4b-4346-8000-78eb3dbab4f5

Language:Slovenian
Keywords:urna cena električne energije, proces z neodvisnimi prirastki, evropska nakupna opcija, Monte Carlo simulacije
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[G. Cigüt]
Year:2013
Number of pages:92 f.
PID:20.500.12556/RUL-96877 This link opens in a new window
UDC:519.21
COBISS.SI-ID:16762713 This link opens in a new window
Publication date in RUL:17.10.2017
Views:2357
Downloads:580
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CIGUT, Gregor, 2013, Vrednotenje opcij na urne produkte električne enrgije v okviru analize rentabilnosti plinskih elektrarn : magistrsko delo [online]. Master’s thesis. Ljubljana : G. Cigüt. [Accessed 15 May 2025]. Retrieved from: https://repozitorij.uni-lj.si/IzpisGradiva.php?lang=eng&id=96877
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Secondary language

Language:English
Keywords:day-ahead hourly price of electricity, independent increments process, European call option, Monte Carlo simulations

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