Basics of electricity derivative pricing in competitive markets

Applied Mathematical Finance

Volumn 9, Issue 1, 2002, Pages 45-60

  Vehviläinen, Iivo ^a  

^a Fortum Oil and Gas Oy   (Finland)

Author keywords

Electricity Derivatives; Electricity Forwards; Exotic Options; Pricing

Indexed keywords

EID: 18744368544     PISSN: 1350486X     EISSN: 14664313     Source Type: Journal    
DOI: 10.1080/13504860210132879     Document Type: Article

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