Option Formulas for Mean-Reverting Power Prices with Spikes
Year of publication: |
[2012]
|
---|---|
Authors: | de Jong, Cyriel |
Other Persons: | Huisman, Ronald (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2002 erstellt |
Other identifiers: | 10.2139/ssrn.324520 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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