Jiang Wenjiang

Wenjiang Jiang

Information about the author Wenjiang Jiang will soon be added to the site.
Found 1 papers in total
Levy process-driven mean-reverting electricity price model: the marginal distribution analysis
Levy process-driven mean-reverting electricity price model: the marginal distribution analysis
2005
We propose a class of stochastic mean-reverting models for electricity prices with...
Papers per page: