Valuation and hedging of European contingent claims on power with spikes: a non-Markovian approach

✍ Scribed by Valery A. Kholodnyi

• Book ID: 111581218
• Publisher: Springer
• Year: 2004
• Tongue: English
• Weight: 173 KB
• Volume: 49
• Category: Article
• ISSN: 0022-0833
• DOI: 10.1023/b:engi.0000031203.43548.b6