Analysis of model implied volatility for jump diffusion models : empirical evidence from the Nordpool market
Year of publication: |
2010
|
---|---|
Authors: | Nomikos, Nikos K. ; Soldatos, Orestes A. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 2, p. 302-312
|
Subject: | Elektrizität | Electricity | Markt | Market | Optionsgeschäft | Option trading | Nordeuropa | Northern Europe |
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