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Simplex optimization for particle filter joint parameter estimation of electricity prices with jump diffusion
Federal Home Loan Bank of Atlanta, Financial Risk Modeling Department, Atlanta GA.
Uppsala University, Disciplinary Domain of Science and Technology, Technology, Department of Engineering Sciences, Electricity.
2013 (English)In: Journal of financial and economic practice, Vol. 13, no 2, 1-14 p.Article in journal (Refereed) Published
Place, publisher, year, edition, pages
2013. Vol. 13, no 2, 1-14 p.
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Electrical Engineering, Electronic Engineering, Information Engineering
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URN: urn:nbn:se:uu:diva-287348OAI: oai:DiVA.org:uu-287348DiVA: diva2:922608
Available from: 2016-04-23 Created: 2016-04-23 Last updated: 2016-04-25Bibliographically approved

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Uzunoglu, Bahri
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