Citations refer to the original publication, not to a Scieee localized version.
Kemper, A., & Schmeck, M. D. (2025). The market price of jump risk for delivery periods: pricing of electricity swaps with geometric averaging. Mathematics and Financial Economics, 19(2), 293–327. https://doi.org/10.1007/s11579-025-00383-5
Kemper, Annika, and Maren Diane Schmeck. “The market price of jump risk for delivery periods: pricing of electricity swaps with geometric averaging.” Mathematics and Financial Economics, vol. 19, no. 2, 2025, pp. 293–327. https://doi.org/10.1007/s11579-025-00383-5.
Kemper, Annika, and Maren Diane Schmeck. “The market price of jump risk for delivery periods: pricing of electricity swaps with geometric averaging.” Mathematics and Financial Economics 19, no. 2 (2025): 293–327. https://doi.org/10.1007/s11579-025-00383-5.
Kemper, A. and Schmeck, M. D. (2025) ‘The market price of jump risk for delivery periods: pricing of electricity swaps with geometric averaging’, Mathematics and Financial Economics, 19(2), pp. 293–327. Available at: https://doi.org/10.1007/s11579-025-00383-5.
A. Kemper and M. D. Schmeck, “The market price of jump risk for delivery periods: pricing of electricity swaps with geometric averaging,” Mathematics and Financial Economics, vol. 19, no. 2, pp. 293–327, 2025, doi: 10.1007/s11579-025-00383-5.
@article{kemper2025market,
author = {Kemper, Annika and Schmeck, Maren Diane},
title = {The market price of jump risk for delivery periods: pricing of electricity swaps with geometric averaging},
journal = {Mathematics and Financial Economics},
year = {2025},
volume = {19},
number = {2},
pages = {293--327},
publisher = {Berlin, Heidelberg: Springer,Berlin, Heidelberg: Springer},
doi = {10.1007/s11579-025-00383-5},
url = {https://doi.org/10.1007/s11579-025-00383-5}
}
