Pricing Electricity Swaptions under a Stochastic Volatility Term-Structure Model
(2013) In Journal of Energy Markets 6(4). p.43-67
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/3634037
- author
- Green, Rikard LU ; Larsson, Karl LU and Nossman, Marcus LU
- organization
- publishing date
- 2013
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Journal of Energy Markets
- volume
- 6
- issue
- 4
- pages
- 43 - 67
- publisher
- Incisive Media
- external identifiers
-
- scopus:85065593075
- ISSN
- 1756-3615
- language
- English
- LU publication?
- yes
- id
- de2df812-5068-4118-81b6-afab59e1000a (old id 3634037)
- date added to LUP
- 2016-04-04 13:40:33
- date last changed
- 2023-06-26 06:23:32
@article{de2df812-5068-4118-81b6-afab59e1000a,
author = {{Green, Rikard and Larsson, Karl and Nossman, Marcus}},
issn = {{1756-3615}},
language = {{eng}},
number = {{4}},
pages = {{43--67}},
publisher = {{Incisive Media}},
series = {{Journal of Energy Markets}},
title = {{Pricing Electricity Swaptions under a Stochastic Volatility Term-Structure Model}},
volume = {{6}},
year = {{2013}},
}