A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES (Q3655551): Difference between revisions

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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+A DIFFUSION MODEL FOR ELECTRICITY PRICES
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+A note on arbitrage‐free pricing of forward contracts in energy markets
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+Arbitrage Theory in Continuous Time
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+Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Q3974816
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