Modelling spikes and pricing swing options in electricity markets

Author:

Howison, S

Hambly, B

Kluge, T

Publication Date:

2009

Journal:

Quantitative Finance

Last Updated:

2018-11-29T09:01:24.83+00:00

Issue:

8

Volume:

9

page:

937-949

Symplectic id:

186534

Submitted to ORA:

Not Submitted

Publication Type:

Journal Article