Pricing summer day options by good-deal bounds

Pricing summer day options by good-deal bounds

Takashi Kanamura, Kazuhiko Ōhashi
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Volume:
31
Year:
2009
Language:
english
Pages:
9
DOI:
10.1016/j.eneco.2008.11.007
File:
PDF, 954 KB
english, 2009
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