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A Lattice-Based Method for Pri...
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A lattice-based method for pricing electricity derivatives under the threshold model
Geman, Hélyette
;
Kourouvakalis, Stelios
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 531-567
Persistent link: https://www.econbiz.de/10003815257
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