Modelling jumps in electricity prices: theory and empirical evidence (Q941721)
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scientific article; zbMATH DE number 5319236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling jumps in electricity prices: theory and empirical evidence |
scientific article; zbMATH DE number 5319236 |
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Modelling jumps in electricity prices: theory and empirical evidence (English)
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2 September 2008
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Electricity prices
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Jump diffusion
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Derivatives pricing
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Model risk
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