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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Benth, Fred Espen"
~subject:"Derivat"
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Benth, Fred Espen
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International journal of theoretical and applied finance
Journal of financial and quantitative analysis : JFQA
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Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
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