"Gaussian Volterra Processes as Models of Electricity Markets."

Yuliya Mishura, Stefania Ottaviano, Tiziano Vargiolu (2024)

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DOI: 10.1137/23M1617370

access: closed

type: Journal Article

metadata version: 2024-12-22

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Yuliya Mishura, Stefania Ottaviano, Tiziano Vargiolu:
Gaussian Volterra Processes as Models of Electricity Markets. SIAM J. Financial Math. 15(4): 989-1019 (2024)

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