Does the Black-Scholes formula work for electricity markets? A nonparametric approach
Year of publication: |
2003-07-31
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Authors: | Hjalmarsson, Erik |
Institutions: | Nationalekonomiska institutionen, Handelshögskolan |
Subject: | Electricity markets | Nonparametric estimation | Option pricing |
Extent: | text/html |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Papers in Economics Number 101 65 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; G13 - Contingent Pricing; Futures Pricing ; L94 - Electric Utilities |
Source: |
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