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~isPartOf:"Economia aplicada : EA"
~isPartOf:"Quantitative finance"
~person:"Yamada, Yuji"
~subject:"Cotton"
~subject:"Derivative"
~type_genre:"Aufsatz in Zeitschrift"
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Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
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