THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS
BENTH, FRED ESPEN, ŠALTYTĖ-BENTH, JŪRATĖVolume:
7
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024904002360
Date:
March, 2004
File:
PDF, 292 KB
english, 2004