2 Treffer für Schlagwort = "Delivery Period"
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The Effect of Mean-Reverting Processes in the Pricing of Options in the Energy Market: An Arithmetic Approach
Schmeck, Maren Diane ; Schwerin, Stefan
In: Risks, Jg. 9 H. 5
The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets
Kemper, Annika ; Schmeck, Maren Diane ; Khripunova Balci, Anna
2020