BIROn - Birkbeck Institutional Research Online
    Up a level
    Export as [feed] Atom [feed] RSS
    Jump to: Article | Monograph
    Number of items: 3.

    Article

    Cartea, Alvaro and Figueroa, M.G. and Geman, Hélyette (2009) Modelling electricity prices with forward looking capacity constraints. Applied Mathematical Finance 16 (2), pp. 103-122. ISSN 1466-4313.

    Monograph

    Cartea, Alvaro and Figueroa, M.G. and Geman, Hélyette (2008) Modelling electricity prices with forward looking capacity constraints. Working Paper. Birkbeck College, University of London, London, UK.

    Cartea, Alvaro and Figueroa, M.G. (2005) Pricing in electricity markets: a mean reverting jump diffusion model with seasonality. Working Paper. Birkbeck, University of London, London, UK.

    This list was generated on Tue Sep 17 04:10:34 2019 BST.