scientific article; zbMATH DE number 5911824
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(4)- The non-Markovian approach to the valuation and hedging of European contingent claims on power with scaling spikes
- scientific article; zbMATH DE number 5837247 (Why is no real title available?)
- Valuation and hedging of European contingent claims on power with spikes: a non-Markovian approach
- Modeling power forward prices for power with spikes: a non-Markovian approach
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