WASET
    Pinho C. and  Madaleno M.,  Using Exponential Lévy Models to Study Implied Volatility patterns for Electricity Options.   journal   = {International Journal of Electrical and Computer Engineering}, [online]. World Academy of Science, Engineering and Technology.
    November 2011, vol. 59(11). 1517 - 1528
    [viewed 25 April 2024]. Available from: https://publications.waset.org/pdf/15423.