Calibration of multifactor models in electricity markets
Year of publication: |
2004
|
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Authors: | Barlow, Martin ; Gusev, Yuri ; Lai, Manpo |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 7.2004, 2, p. 101-120
|
Subject: | Stochastischer Prozess | Stochastic process | Strompreis | Electricity price | Elektrizitätswirtschaft | Electric power industry | USA | United States | Zustandsraummodell | State space model |
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