MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES (Q3527433)
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scientific article; zbMATH DE number 5347882
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| English | MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES |
scientific article; zbMATH DE number 5347882 |
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MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES (English)
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29 September 2008
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electricity prices
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multi-factor models
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Lévy-driven Ornstein-Uhlenbeck type processes
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statistical estimation
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nonlinear filtering
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0.8116539716720581
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0.8107230067253113
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0.8015797734260559
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0.7987780570983887
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0.7944301962852478
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