A note on arbitrage‐free pricing of forward contracts in...

Applied Mathematical Finance 2003 / 12 Vol. 10; Iss. 4

A note on arbitrage‐free pricing of forward contracts in energy markets

Benth, Fred Espen, Ekeland, Lars, Hauge, Ragnar, Nielsen, Bj⊘Rn Fredrik
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Volume:
10
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486032000160777
Date:
December, 2003
File:
PDF, 227 KB
english, 2003
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