The MIIS Eprints Archive

Calibrating the mean reverting jump diffusion model to Australian spot electricity prices

Alcock, Jamie and Goard, Joanne and Vassallo, Tony (2007) Calibrating the mean reverting jump diffusion model to Australian spot electricity prices. [Study Group Report]

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Item Type:Study Group Report
Problem Sectors:Energy and utilities
Finance
Study Groups:Australian and New Zealand Mathematics in Industry Study Group > 24th MISG [Wollongong 5/2/2007 - 9/2/2007]
Company Name:Integral Energy
ID Code:129
Deposited By: Richard Booth
Deposited On:25 Jan 2008
Last Modified:29 May 2015 19:47

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