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