Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (Q3375368)
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scientific article; zbMATH DE number 5009958
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| English | Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality |
scientific article; zbMATH DE number 5009958 |
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Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (English)
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8 March 2006
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energy derivatives
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electricity
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forward curve
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forward surfaces
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0.8919911980628967
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0.8758745193481445
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0.8673304319381714
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0.8566545248031616
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0.8545571565628052
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