Modelling jumps in electricity prices : theory and empirical evidence
Year of publication: |
2007
|
---|---|
Authors: | Seifert, Jan ; Uhrig-Homburg, Marliese |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 10.2007, 1, p. 59-85
|
Subject: | jump diffusion | Strompreis | Electricity price | Optionspreistheorie | Option pricing theory | Bayes-Statistik | Bayesian inference | Europa | Europe | 2003-2006 |
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