CALIBRATION OF MULTIFACTOR MODELS IN ELECTRICITY MARKETS (Q3022092)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CALIBRATION OF MULTIFACTOR MODELS IN ELECTRICITY MARKETS |
scientific article |
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CALIBRATION OF MULTIFACTOR MODELS IN ELECTRICITY MARKETS (English)
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22 June 2005
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electricity markets
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mean-reverting commodity prices
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multifactor models
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stochastic differential equations
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Kalman Filters
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calibration of market models
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