PT Journal
AU Benth, FE
   Kallsen, J
   Meyer‐Brandis, T
TI A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
SO Applied Mathematical Finance
PY 2007
BP 153
EP 169
VL 14
IS 2
PU Routledge
DI 10.1080/13504860600725031
WP https://macau.uni-kiel.de/receive/publ_mods_00000331
LA en
DE Electricity markets; forward and futures pricing; Ornstein-Uhlenbeck processes; spot price modelling
SN 1350-486X
PI London
ER