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

DOI10.1023/B:ENGI.0000031203.43548.b6zbMath1080.91037OpenAlexW1998267828MaRDI QIDQ701832

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Publication date: 14 January 2005

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:engi.0000031203.43548.b6

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