Extracting and Applying Smooth Forward Curves From Average-Based Commodity Contracts with Seasonal Variation
| Year of publication: |
2007
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|---|---|
| Authors: | Benth, Fred Espen ; Koekebakker, Steen ; Ollmar, Fridthjof |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 15.2007, 1, p. 52-66
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