MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES (Q3527433)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES |
scientific article |
Statements
MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES (English)
0 references
29 September 2008
0 references
electricity prices
0 references
multi-factor models
0 references
Lévy-driven Ornstein-Uhlenbeck type processes
0 references
statistical estimation
0 references
nonlinear filtering
0 references
0 references
