A jump diffusion model for spot electricity prices and market price of risk (Q1673029)
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scientific article; zbMATH DE number 6935094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A jump diffusion model for spot electricity prices and market price of risk |
scientific article; zbMATH DE number 6935094 |
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A jump diffusion model for spot electricity prices and market price of risk (English)
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11 September 2018
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jump diffusion
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electricity price modeling
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market price of risk
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Kalman filter
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