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"Levy process-driven mean-reverting electricity price model: the marginal ..."

Shi-Jie Deng, Wenjiang Jiang (2005)

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DOI: 10.1016/J.DSS.2004.05.010

access: closed

type: Journal Article

metadata version: 2020-02-20

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Shi-Jie Deng, Wenjiang Jiang:
Levy process-driven mean-reverting electricity price model: the marginal distribution analysis. Decis. Support Syst. 40(3-4): 483-494 (2005)

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