On the use of the moment-matching technique for pricing and...

Energy Economics 2014 / 09 Vol. 45

On the use of the moment-matching technique for pricing and hedging multi-asset spread options

Pellegrino, Tommaso, Sabino, Piergiacomo
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Volume:
45
Language:
english
Journal:
Energy Economics
DOI:
10.1016/j.eneco.2014.06.014
Date:
September, 2014
File:
PDF, 367 KB
english, 2014
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