Pricing flow commodity derivatives using fixed income market techniques

International Journal of Theoretical and Applied Finance

Volumn 9, Issue 8, 2006, Pages 1299-1321

  Hinz, Juri ^a   Wilhelm, Martina ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

Commodity options; Electricity risk; Energy economics; Futures markets; Power derivatives

Indexed keywords

EID: 33751550975     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024906004001     Document Type: Article

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