Cite
A spot market model for pricing derivatives in electricity markets.
MLA
Berger, Markus, et al. “A Spot Market Model for Pricing Derivatives in Electricity Markets.” Quantitative Finance, vol. 4, no. 1, Feb. 2004, pp. 109–22. EBSCOhost, https://doi.org/10.1088/1469-7688/4/1/010.
APA
Berger, M., Klar, B., Müller, A., & Schindlmayr, G. (2004). A spot market model for pricing derivatives in electricity markets. Quantitative Finance, 4(1), 109–122. https://doi.org/10.1088/1469-7688/4/1/010
Chicago
Berger, Markus, Bernhard Klar, Alfred Müller, and Gero Schindlmayr. 2004. “A Spot Market Model for Pricing Derivatives in Electricity Markets.” Quantitative Finance 4 (1): 109–22. doi:10.1088/1469-7688/4/1/010.