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Volumn 10, Issue 7, 2007, Pages 1111-1135
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Energy spot price models and spread options pricing
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Author keywords
Energy markets; Multi factor jump diffusions; Spread options; Transform methods
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Indexed keywords
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EID: 36549009038
PISSN: 02190249
EISSN: None
Source Type: Journal
DOI: 10.1142/S0219024907004573 Document Type: Article |
Times cited : (29)
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References (15)
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