Figure 4. Ornstein-Uhlenbeck model σ=0.812

From

Simulation for Pricing Electricity Consumptions in Nigeria and Hedging of Generation and Transmission Costs

Oyediran Benjamin Oyelami, Adedamola Adewumi Adedoyin

American Journal of Modeling and Optimization. 2015, 3(1), 7-21 doi:10.12691/ajmo-3-1-2