Modelling electricity prices by the potential jump-diffusion

SA Borovkova, FJ Permana

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

Original languageUndefined/Unknown
Title of host publicationStochastic finance
EditorsAN Shiryaev, MR Grossinho, PE Oliveira, ML Esquível
Place of PublicationNew York
PublisherSpringer
Pages239-263
Number of pages25
ISBN (Print)0-387-28262-9
Publication statusPublished - 2006
EventInternational conference on stochastic finance 2004 - Lisabon, Portugal
Duration: 26 Sept 200430 Sept 2004

Publication series

Name
PublisherSpringer Science + Business Media

Conference

ConferenceInternational conference on stochastic finance 2004
Country/TerritoryPortugal
CityLisabon
Period26/09/0430/09/04

Keywords

  • conference contrib. refereed
  • Conf.proc. > 3 pag

Cite this