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~person:"Benth, Fred Espen"
~person:"Perrakis, Stylianos"
~subject:"Lévy semistationary process"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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International journal of theoretical and applied finance
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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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