Extracting and Applying Smooth Forward Curves From Average-Based Commodity Contracts with Seasonal Variation
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Publication:124606
DOI10.3905/JOD.2007.694791MaRDI QIDQ124606
Steen Koekkebakker, Fridthjof Ollmar, Fred Espen Benth
Publication date: 31 August 2007
Published in: The Journal of Derivatives (Search for Journal in Brave)
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