MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES

By T. Meyer‐Brandis, Peter Tankov. 2008

117 citations recorded by the source corpus.

Subfields: Electrical and Electronic Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/6418479c822d9e7cd8785de6d5f088c5d3dfb454