Modelling electricity prices by the potential jump-diffusion
Author:
Publisher
Kluwer Academic Publishers
Link
http://link.springer.com/content/pdf/10.1007/0-387-28359-5_9.pdf
Reference22 articles.
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5. S.A. Borovkova, H.G. Dehling, J. Renkema, H. Tulleken (2003). A potential-field approach to financial time series modelling. Computational Economics, 22, 139–161.
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