A note on nonaffine solutions of the term structure equations with applications to power exchanges
Josef Teichmann
| Year of publication: |
2005
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|---|---|
| Authors: | Teichmann, Josef |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 15.2005, 1, p. 191-201
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| Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Strompreis | Electricity price | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002583086