Albanese, C., Lo, H., & Tompaidis, S. (2012). A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices. European Journal of Operational Research, 222(2), 361. https://doi.org/10.1016/j.ejor.2012.04.030
Chicago Style (17th ed.) CitationAlbanese, Claudio, Harry Lo, and Stathis Tompaidis. "A Numerical Algorithm for Pricing Electricity Derivatives for Jump-diffusion Processes Based on Continuous Time Lattices." European Journal of Operational Research 222, no. 2 (2012): 361. https://doi.org/10.1016/j.ejor.2012.04.030.
MLA (9th ed.) CitationAlbanese, Claudio, et al. "A Numerical Algorithm for Pricing Electricity Derivatives for Jump-diffusion Processes Based on Continuous Time Lattices." European Journal of Operational Research, vol. 222, no. 2, 2012, p. 361, https://doi.org/10.1016/j.ejor.2012.04.030.