%0 Journal Article
%A Deschatre, Thomas
%A Féron, Olivier
%A Hoffmann, Marc
%T Estimating fast mean-reverting jumps in electricity market models
%J ESAIM: Probability and Statistics
%D 2020
%P 963-1002
%V 24
%I EDP-Sciences
%U http://archive.numdam.org/articles/10.1051/ps/2020027/
%R 10.1051/ps/2020027
%G en
%F PS_2020__24_1_963_0