The MIIS Eprints Archive
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Group by: Creators | Item Type | No Grouping
Jump to: A | B | R
Number of items: 3.

A

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

B

Bhar, Ramaprasad (2007) A jump diffusion model for spot electricity prices. [Study Group Report]

R

Russell, Ken and Cerone, Pietro and Challis, Vivien (2007) Calculation of a risk measure for the net system load profile. [Study Group Report]

This list was generated on Thu Aug 5 16:11:24 2021 BST.
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