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by kaipowertrader
October 24th, 2003, 10:43 am
Forum: Technical Forum
Topic: Mean Reversion Jump diffusion Process (MRJD)
Replies: 24
Views: 197043

Mean Reversion Jump diffusion Process (MRJD)

HiI´m impressed by the quick response. I guess a Pm is a private message. Yes, sure I´m very curios to get some anecdotes about it. Do you have first hand info ? Do you also work in the power industry ? regardsKai
by kaipowertrader
October 23rd, 2003, 10:08 pm
Forum: Technical Forum
Topic: Mean Reversion Jump diffusion Process (MRJD)
Replies: 24
Views: 197043

Mean Reversion Jump diffusion Process (MRJD)

<t>Does any of you have experience using commercial pricing and valuation software for power option contracts. I´m especially referring to the software that is offered by FEA (financial engineering associates) or Lacima (Les Clelow, Chris Strickland).Would be happy to start a discussion about that. ...