Cite
Financial engineering models for electricity market : futures pricing, liquidity risks and investment
MLA
UCL - SST/ICTM/INMA - Pôle en ingénierie mathématique, et al. Financial Engineering Models for Electricity Market : Futures Pricing, Liquidity Risks and Investment. 2011. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsoai&AN=edsoai.on1130525822&authtype=sso&custid=ns315887.
APA
UCL - SST/ICTM/INMA - Pôle en ingénierie mathématique, Smeers, Y., Glineur, F., Devolder, P., Falbo, P., Legat, V., Lüthi, H.-J., & de Maere d’Aertrycke, G. (2011). Financial engineering models for electricity market : futures pricing, liquidity risks and investment.
Chicago
UCL - SST/ICTM/INMA - Pôle en ingénierie mathématique, Yves Smeers, François Glineur, Pierre Devolder, Paolo Falbo, Vincent Legat, Hans-Jakob Lüthi, and Gauthier de Maere d’Aertrycke. 2011. “Financial Engineering Models for Electricity Market : Futures Pricing, Liquidity Risks and Investment.” http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsoai&AN=edsoai.on1130525822&authtype=sso&custid=ns315887.