title: Calibrating the mean reverting jump diffusion model to Australian spot electricity prices
creator: Alcock, Jamie
creator: Goard, Joanne
creator: Vassallo, Tony
subject: Energy and utilities
subject: Finance
date: 2007-02-09
type: Study Group Report
type: NonPeerReviewed
format: application/pdf
identifier: http://www.maths-in-industry.org/miis/129/1/misg2007paper3.pdf
identifier: 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 [Study Group Report] (Unpublished)
relation: http://www.maths-in-industry.org/miis/129/