A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
Benth, Fred Espen, Kallsen, Jan, Meyer‐Brandis, ThiloVolume:
14
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860600725031
Date:
May, 2007
File:
PDF, 419 KB
english, 2007