O. Soldatos

Analysis of model implied volatility for jump diffusion models: Empirical evidence from the Nordpool market

N. Nomikos, O. Soldatos, 2010 .

Modelling short and long-term risks in power markets: Empirical evidence from Nord Pool

N. Nomikos, O. Soldatos, 2010 .

Using Affine Jump Diffusion Models for Modelling and Pricing Electricity Derivatives

N. Nomikos, O. Soldatos, 2008 .