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additive processes
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energy quanto options
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futures
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pricing
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regime-switching
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IMA journal of management mathematics
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Pricing energy quanto options in the framework of Markov-modulated additive processes
Benth, Fred Espen
;
Deelstra, Griselda
;
Kozpınar, And Sinem
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 187-220
Persistent link: https://www.econbiz.de/10013541856
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