A DIFFUSION MODEL FOR ELECTRICITY PRICES (Q4419296)

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scientific article; zbMATH DE number 1963354
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A DIFFUSION MODEL FOR ELECTRICITY PRICES
scientific article; zbMATH DE number 1963354

    Statements

    title
    A DIFFUSION MODEL FOR ELECTRICITY PRICES (English)
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    author
    Martin T. Barlow
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    publication date
    13 August 2003
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    zbMATH DE Number
    1963354
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    zbMATH Keywords
    mean-reverting
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