ESAIM: Probability and Statistics (ESAIM: P&S)

Estimating fast mean-reverting jumps in electricity market models

Thomas Deschatre, Olivier Féron and Marc Hoffmann

ESAIM: PS, 24 (2020) 963-1002

Published online: 15 December 2020

DOI: 10.1051/ps/2020027

Thomas Deschatre

Olivier Féron

Marc Hoffmann

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