Pricing and Hedging Quanto Options in Energy Markets
Year of publication: |
2016
|
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Authors: | Benth, Fred Espen |
Other Persons: | Lange, Nina (contributor) ; Myklebust, Tor Age (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Hedging | Energiemarkt | Energy market |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Energy Markets, 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 31, 2014 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.2133935 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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