Pricing and hedging Asian-style options on energy
Year of publication: |
October 2015
|
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Authors: | Benth, Fred Espen ; Detering, Nils |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 19.2015, 4, p. 849-889
|
Subject: | Asian options | Energy markets | Trading restrictions | Quadratic hedging | Moment matching | Optionspreistheorie | Option pricing theory | Hedging | Energiemarkt | Energy market | Optionsgeschäft | Option trading |
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