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~isPartOf:"European journal of operational research : EJOR"
~person:"Albanese, Claudio"
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European journal of operational research : EJOR
Academic Press advanced finance series
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A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
Albanese, Claudio
;
Lo, Harry
;
Tompaidis, Stathis
- In:
European journal of operational research : EJOR
222
(
2012
)
2
,
pp. 361-368
Persistent link: https://www.econbiz.de/10009570404
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