@article{europeanoptionpricingofelectricityunder,
  title = {European Option Pricing of electricity under exponential functional of Lévy processes with Price-Cap principle},
  author = {Martin Kegnenlezom and Patrice Takam Soh and Antoine-Marie Bogso and Yves Emvudu Wono},
  year = {2019},
  eprint = {1906.10888},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1906.10888v1},
}