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~isPartOf:"Applied mathematical finance"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Sammelwerk"
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Applied mathematical finance
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Joint modelling of gas and electricity spot prices
Frikha, Noufel
;
Lemaire, Vincent
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 69-93
Persistent link: https://www.econbiz.de/10009737178
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A non-Gaussian-Ornstein-Uhlenbeck process for electricity spot price modeling and derivatives pricing
Benth, Fred Espen
;
Kallsen, Jan
;
Meyer-Brandis, Thilo
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003542981
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