The price of power : the valuation of power and weather derivatives
Year of publication: |
2008
|
---|---|
Authors: | Pirrong, Craig ; Jermakyan, Martin |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 12, p. 2520-2529
|
Subject: | Elektrizitätswirtschaft | Electric power industry | Strompreis | Electricity price | Derivat | Derivative | Wetter | Weather | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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