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A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne
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Lunde, Asger
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Wei, Wei
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2015
Persistent link: https://www.econbiz.de/10011373234
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A Jump-diffusion model with stochastic volatility and durations
Wei, Wei
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Pelletier, Denis
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2015
Persistent link: https://www.econbiz.de/10011327726
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