@Article{publ_mods_00000331,
  author = 	{Benth, Fred Espen
		and Kallsen, Jan
		and Meyer‐Brandis, Thilo},
  title = 	{A Non‐Gaussian Ornstein--Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing},
  journal = 	{Applied Mathematical Finance},
  year = 	{2007},
  publisher = 	{Routledge},
  address = 	{London},
  volume = 	{14},
  number = 	{2},
  pages = 	{153--169},
  keywords = 	{Electricity markets; forward and futures pricing; Ornstein-Uhlenbeck processes; spot price modelling},
  note = 	{http://www.tandfonline.com/doi/abs/10.1080/13504860600725031},
  issn = 	{1350-486X},
  doi = 	{10.1080/13504860600725031},
  url = 	{https://macau.uni-kiel.de/receive/publ_mods_00000331},
  url = 	{https://doi.org/10.1080/13504860600725031},
  file = 	{:https://macau.uni-kiel.de/servlets/MCRFileNodeServlet/macau_derivate_00000066/elektro.pdf:PDF},
  language = 	{en}
}