Pricing in electricity markets : a mean reverting jump diffusion model with seasonality
Álvaro Cartea & Marcelo G. Figueroa
| Year of publication: |
2005
|
|---|---|
| Authors: | Cartea, Álvaro ; Figueroa, Marcelo G. |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 12.2005, 4, p. 313-335
|
| Subject: | Strompreis | Electricity price | Energiemarkt | Energy market | Großbritannien | United Kingdom |
| Extent: | zahlr. graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003229232