Janczura, J. (2014). Pricing electricity derivatives within a Markov regime-switching model: A risk premium approach. Mathematical methods of operations research (Heidelberg, Germany), 79(1), 1-30. https://doi.org/10.1007/s00186-013-0451-8
Chicago Style (17th ed.) CitationJanczura, Joanna. "Pricing Electricity Derivatives Within a Markov Regime-switching Model: A Risk Premium Approach." Mathematical Methods of Operations Research (Heidelberg, Germany) 79, no. 1 (2014): 1-30. https://doi.org/10.1007/s00186-013-0451-8.
MLA (9th ed.) CitationJanczura, Joanna. "Pricing Electricity Derivatives Within a Markov Regime-switching Model: A Risk Premium Approach." Mathematical Methods of Operations Research (Heidelberg, Germany), vol. 79, no. 1, 2014, pp. 1-30, https://doi.org/10.1007/s00186-013-0451-8.