Estimating fast mean-reverting jumps in electricity market models (Q5140350)
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scientific article; zbMATH DE number 7285921
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating fast mean-reverting jumps in electricity market models |
scientific article; zbMATH DE number 7285921 |
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Estimating fast mean-reverting jumps in electricity market models (English)
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15 December 2020
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financial statistics
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discrete observations
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electricity market modelling
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derivatives pricing
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