Option pricing for power prices with spikes

C (Cyriel) de Jong, Ronald Huisman

Research output: Contribution to journalArticleProfessional

Original languageUndefined/Unknown
Pages (from-to)12-16
Number of pages5
JournalEnergy and Power Risk Management
Volume7
Issue number11
Publication statusPublished - 2003

Research programs

  • RSM F&A

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