A two-factor model for the electricity forward market
Year of publication: |
2009
|
---|---|
Authors: | Kiesel, Rudiger ; Schindlmayr, Gero ; Borger, Reik |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 9.2009, 3, p. 279-287
|
Publisher: |
Taylor & Francis Journals |
Subject: | Quantitative finance | Weather derivative pricing | Applied mathematical finance | Time series analysis |
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