Modelling electricity prices by the potential jump-diffusion

Conference Paper (2006)

Author(s)

SA Borovkova (TU Delft - Statistics)

FJ Permana (External organisation)

Research Group

Statistics

Conf.proc. > 3 pag Conference contrib. refereed

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Publication Year

2006

Research Group

Statistics

Pages (from-to)

239-263

ISBN (print)

0-387-28262-9

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