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Pricing Energy Quanto Options in the Framework of Markov-Modulated Additive Processes

Authors :
Benth, Fred Espen
Deelstra, Griselda
Kozpinar, Sinem
Benth, Fred Espen
Deelstra, Griselda
Kozpinar, Sinem
Source :
IMA journal of management mathematics, 34 (1
Publication Year :
2023

Abstract

info:eu-repo/semantics/published

Details

Database :
OAIster
Journal :
IMA journal of management mathematics, 34 (1
Notes :
1 full-text file(s): application/pdf, English
Publication Type :
Electronic Resource
Accession number :
edsoai.on1335123635
Document Type :
Electronic Resource