Modelling electricity prices by the potential jump-diffusion

SA Borovkova, FJP Tjhin

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientific

Original languageUndefined/Unknown
Title of host publicationStochFin2004; International conference on stochastic finance 2004:
Place of PublicationS.l
Publishers.n.
Pages1-12
Number of pages12
Publication statusPublished - 2004
EventInternational conference on stochastic finance 2004 - Lisabon, Portugal
Duration: 26 Sep 200430 Sep 2004

Publication series

Name
PublisherS.n

Conference

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

Keywords

  • Geen BTA classificatie

Cite this

Borovkova, SA., & Tjhin, FJP. (2004). Modelling electricity prices by the potential jump-diffusion. In StochFin2004; International conference on stochastic finance 2004: (pp. 1-12). s.n..