Pricing and hedging illiquid energy derivatives: An...

Pricing and hedging illiquid energy derivatives: An application to the JCC index

Elisa Scarpa, Matteo Manera
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Volume:
28
Year:
2008
Language:
english
Pages:
24
DOI:
10.1002/fut.20296
File:
PDF, 358 KB
english, 2008
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