Gaussian Volterra Processes as Models of Electricity Markets
Yuliya Mishura; Stefania Ottaviano; Tiziano Vargiolu
- Published
- Publisher
- Society for Industrial & Applied Mathematics (SIAM)
- Journal / collection
- SIAM Journal on Financial Mathematics
- Research area
- Energy & infrastructure
- Source type
- Journal article
- DOI
- 10.1137/23m1617370
The original publisher provides the full text and its access options.
Cite this source
Yuliya Mishura; Stefania Ottaviano; Tiziano Vargiolu. Gaussian Volterra Processes as Models of Electricity Markets. SIAM Journal on Financial Mathematics. 2024-10-21. https://doi.org/10.1137/23m1617370