Option formulas for mean-reverting power prices with spikes

C (Cyriel) de Jong, Ronald Huisman

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages32
Publication statusPublished - 2002

Publication series

SeriesERIM Report Series Research in Management (issn 1566-5283)

Research programs

  • RSM F&A

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