Alcock, Jamie and Goard, Joanne and Vassallo, Tony (2007) Calibrating the mean reverting jump diffusion model to Australian spot electricity prices. [Study Group Report] (Unpublished)
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| PDF 5Mb |
| Item Type: | Study Group Report |
|---|---|
| Problem Sectors: | Energy and utilities Finance |
| Study Groups: | Australian and New Zealand Mathematics in Industry Study Group > 24th MISG [Wollongong 5/2/2007 - 9/2/2007] |
| Company Name: | Integral Energy |
| ID Code: | 129 |
| Deposited By: | Richard Booth |
| Deposited On: | 25 Jan 2008 |
| Last Modified: | 22 Jun 2009 12:44 |
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