Marcelo G. Figueroa

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Modelling Electricity Prices with Forward Looking Capacity Constraints
Applied Mathematical Finance
2009-09-13Paper
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
Applied Mathematical Finance
2006-03-08Paper


Research outcomes over time


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