Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach
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Publication:2441572
DOI10.1007/s00186-013-0451-8zbMath1287.91143OpenAlexW1979667644WikidataQ59398347 ScholiaQ59398347MaRDI QIDQ2441572
Publication date: 25 March 2014
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10.1007/s00186-013-0451-8
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