creators_name: Alcock, Jamie
creators_name: Goard, Joanne
creators_name: Vassallo, Tony
type: report
datestamp: 2008-01-25
lastmod: 2009-06-22 11:44:46
metadata_visibility: show
title: Calibrating the mean reverting jump diffusion model to Australian spot electricity prices
ispublished: unpub
subjects: utilities
subjects: finance
full_text_status: public
date: 2007-02-09
date_type: published
citation: 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 [Study Group Report] (Unpublished)
document_url: http://www.maths-in-industry.org/miis/129/1/misg2007paper3.pdf