TY  - JOUR
AU  - Deschatre, Thomas
AU  - Féron, Olivier
AU  - Hoffmann, Marc
TI  - Estimating fast mean-reverting jumps in electricity market models
JO  - ESAIM: Probability and Statistics
PY  - 2020
SP  - 963
EP  - 1002
VL  - 24
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/ps/2020027/
DO  - 10.1051/ps/2020027
LA  - en
ID  - PS_2020__24_1_963_0
ER  -