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Pricing Electricity Swaptions under a Stochastic Volatility Term-Structure Model

Green, Rikard LU ; Larsson, Karl LU and Nossman, Marcus LU (2013) In Journal of Energy Markets forthcoming.
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author
organization
publishing date
type
Contribution to journal
publication status
submitted
subject
in
Journal of Energy Markets
volume
forthcoming
publisher
Incisive Media
ISSN
1756-3615
language
English
LU publication?
yes
id
de2df812-5068-4118-81b6-afab59e1000a (old id 3634037)
date added to LUP
2013-04-22 09:17:18
date last changed
2016-10-07 15:17:06
@article{de2df812-5068-4118-81b6-afab59e1000a,
  author       = {Green, Rikard and Larsson, Karl and Nossman, Marcus},
  issn         = {1756-3615},
  language     = {eng},
  publisher    = {Incisive Media},
  series       = {Journal of Energy Markets},
  title        = {Pricing Electricity Swaptions under a Stochastic Volatility Term-Structure Model},
  volume       = {forthcoming},
  year         = {2013},
}