Electricity futures price models: Calibration and forecasting
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Maria Cristina Recchioni & Yu Sun & Gabriele Tedeschi, 2016. "Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model," Working Papers 2016/23, Economics Department, Universitat Jaume I, Castellón (Spain).
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More about this item
KeywordsElectricity derivatives; Jump diffusion models;
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