Modeling power forward prices for power with spikes: a non-Markovian approach (Q999484)

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Modeling power forward prices for power with spikes: a non-Markovian approach
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    Modeling power forward prices for power with spikes: a non-Markovian approach (English)
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    4 February 2009
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    non-Markovian process for power spot prices with spikes
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    power forward prices for power with spikes
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