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Bewertung
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Elektrischer Strom
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electricity forwards
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Kellerhals, B. Philipp
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USB Cologne (business full texts)
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Pricing
Electricity
Forwards under Stochastic Volatility
Kellerhals, B. Philipp
-
2001
Based on the peculiarities of
electricity
as underlying commodity of forward contracts this paper develops a time …-continuous pricing model for short-term
electricity
forwards. …
Persistent link: https://www.econbiz.de/10005846138
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