relation: http://miis.maths.ox.ac.uk/miis/130/
title: A jump diffusion model for spot electricity prices
creator: Bhar, Ramaprasad
subject: Energy and utilities
subject: Finance
date: 2007-02-09
type: Study Group Report
type: NonPeerReviewed
format: application/pdf
language: en
identifier: http://miis.maths.ox.ac.uk/miis/130/1/misg2007paper4.pdf
identifier:   Bhar, Ramaprasad  (2007) A jump diffusion model for spot electricity prices.  [Study Group Report]