Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
| Year of publication: |
2005
|
|---|---|
| Authors: | Cartea, Álvaro ; Figueroa, Marcelo |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 12.2005, 4, p. 313-336
|