Electricity Derivatives Pricing with Forward-Looking Information
| Year of publication: |
2013-03
|
|---|---|
| Authors: | Füss, Roland ; Mahringer, Steffen ; Prokopczuk, Marcel |
| Institutions: | School of Finance, Universität St. Gallen |
| Subject: | Electricity Futures | Fundamental Model | Derivatives Pricing | Forward-looking Information | Enlargement of Filtrations |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 1317 64 pages |
| Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; Q4 - Energy ; Q41 - Demand and Supply |
| Source: |
Persistent link: https://www.econbiz.de/10010699232