A two-factor model for the electricity forward market (Q3395734)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-factor model for the electricity forward market |
scientific article |
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A two-factor model for the electricity forward market (English)
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13 September 2009
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quantitative finance
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weather derivative pricing
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applied mathematical finance
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time series analysis
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