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New book chapter on modeling positive and negative energy spots, forwards and swaps with upward and downward spikes

Dear Colleagues,

 

I would like to let you know about my new book chapter on the applications of my non-Markovian approach to modeling positive and negative energy spots, forwards and swaps with upward and downward spikes that might be of interest to you:

 

[1] V.A. Kholodnyi, Modelling Power Forward Prices for Positive and Negative Power Spot Prices with Upward and Downward Spikes in the Framework of the Non-Markovian Approach, In F.E. Benth, V.A. Kholodnyi, and P. Laurence, Editors, Quantitative Energy Finance, Springer, New York, 2013.

 

For further information about the book chapter please find below the link to the Springer website: http://www.springer.com/business+%26+management/finance/book/978-1-....

 

Please let me know if you might have questions or would like additional information.

Sincerely,
Valery Kholodnyi

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