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Publications by Matthew R. Lyle

A Model for Energy Pricing With Stochastic Emission Costs

Energy Economics
EnergyEconomicsEconometrics
2010English

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A Stochastic Continuous Time Model for Microgrid Energy Management

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A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model With Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes

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A Martingale Control Variate Method for Option Pricing With Stochastic Volatility

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