A STRUCTURAL RISK‐NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES
| Year of publication: |
2013
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|---|---|
| Authors: | Aïd, René ; Campi, Luciano ; Langrené, Nicolas |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 23.2013, 3, p. 387-438
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