Modeling Electricity Spot Price Dynamics by Using Lévy-Type Cox Processes: An Application to Colombian Market.
| Autor: | Arunachalam, Viswanathan, Cancino, Rodrigo |
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| Zdroj: | Actuarial Sciences & Quantitative Finance; 2015, p1-14, 14p |
| Databáze: | Complementary Index |
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