Levy process-driven mean-reverting electricity price model: the marginal distribution analysis
| Year of publication: |
2006
|
|---|---|
| Authors: | Deng, Shi-Jie ; Jiang, Wenjiang |
| Published in: |
Decision support systems : DSS ; the international journal. - Amsterdam [u.a.] : Elsevier, ISSN 0167-9236, ZDB-ID 516545. - Vol. 40.2006, 3-4, p. 483-494
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