Department of Mathematics and Systems Analysis


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

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

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