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. - Springer. - Vol. 10.2007, 1, p. 59-85
|
Publisher: |
Springer |
Subject: | Electricity prices | Jump diffusion | Derivatives pricing | Model risk |
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