A Non-Gaussian Ornstein-Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
| Year of publication: |
2007
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|---|---|
| Authors: | Benth, Fred Espen ; Kallsen, Jan ; Meyer-Brandis, Thilo |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 14.2007, 2, p. 153-170
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