Analysis of model implied volatility for jump diffusion models: Empirical evidence from the Nordpool market
| Year of publication: |
2010
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|---|---|
| Authors: | Ohana, Steve |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 32.2010, 2, p. 302-313
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