Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
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Publication:3375368
DOI10.1080/13504860500117503zbMath1134.91526OpenAlexW3122855307MaRDI QIDQ3375368
Álvaro Cartea, Marcelo G. Figueroa
Publication date: 8 March 2006
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/12199
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