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research
Calibrating the mean reverting jump diffusion model to Australian spot electricity prices
Authors
Jamie Alcock
Joanne Goard
Tony Vassallo
Publication date
9 February 2007
Publisher
Abstract
Abstract is not available.
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Mathematics in Industry Information Service Eprints Archive
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oai:generic.eprints.org:129/co...
Last time updated on 03/07/2012
