Using Affine Jump Diffusion Models for Modelling and Pricing Electricity Derivatives (Q3502202)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using Affine Jump Diffusion Models for Modelling and Pricing Electricity Derivatives |
scientific article |
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Using Affine Jump Diffusion Models for Modelling and Pricing Electricity Derivatives (English)
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22 May 2008
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regime-switching spike model
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affine jump diffusion models
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electricity derivatives
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seasonal risk premium
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