The Risk Premium and the Esscher Transform in Power Markets
Year of publication: |
2009
|
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Authors: | Benth, Fred Espen |
Other Persons: | Sgarra, Carlo (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Theorie | Theory | CAPM |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 17, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1507627 [DOI] |
Classification: | C00 - Mathematical and Quantitative Methods. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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