Stochastic spot price multi-period model and option valuation for electrical markets
| Year of publication: |
2013
|
|---|---|
| Authors: | HELLAND, EIVIND ; AKA, TIMUR ; WINNINGTON, ERIC |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 13.2013, 4, p. 483-492
|
| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010690881