A note on arbitrage‐free pricing of forward contracts in energy markets
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Publication:4811678
DOI10.1080/1350486032000160777zbMath1101.91323OpenAlexW2039379196MaRDI QIDQ4811678
Ragnar Hauge, Bjørn Fredrik Nielsen, Fred Espen Benth, Lars Ekeland
Publication date: 6 September 2004
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1350486032000160777
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