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    Group by: Item Type | Date | Journal or Publication Title | No Grouping
    Jump to: January 2005 | January 2008 | 2009
    Number of items: 3.

    January 2005

    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.

    January 2008

    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.

    2009

    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.

    This list was generated on Tue Nov 26 06:45:14 2024 GMT.