Modelling Electricity Prices with Forward Looking Capacity Constraints
Year of publication: |
2009
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Authors: | Cartea, Alvaro ; Figueroa, Marcelo ; Geman, Helyette |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 16.2009, 1-2, p. 103-122
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