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ENERGY SPOT PRICE MODELS AND SPREAD OPTIONS PRICING - MaRDI portal

ENERGY SPOT PRICE MODELS AND SPREAD OPTIONS PRICING (Q3498238)

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scientific article
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English
ENERGY SPOT PRICE MODELS AND SPREAD OPTIONS PRICING
scientific article

    Statements

    title
    ENERGY SPOT PRICE MODELS AND SPREAD OPTIONS PRICING (English)
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    author
    Samuel Hikspoors
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    Sebastian Jaimungal
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    publication date
    28 May 2008
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    60H10
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    60H30
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    zbMATH DE Number
    5280244
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