A Lattice-Based Method for Pricing Electricity Derivatives Under the Threshold Model
| Year of publication: |
2008
|
|---|---|
| Authors: | Geman, Helyette ; Kourouvakalis, Stelios |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 15.2008, 5, p. 531-568
|