A "simple" hybrid model for power derivatives
Year of publication: |
2009
|
---|---|
Authors: | Lyle, Matthew R. ; Elliott, Robert J. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 31.2009, 5, p. 757-767
|
Subject: | Strompreis | Electricity price | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model | Saisonkomponente | Seasonal component | Theorie | Theory |
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