Multi-factor Energy Price Models and Exotic Derivatives Pricing
The high pace at which many of the world's energy markets have gradually been opened to competition have generated a significant amount of new financial activity. Both academicians and practitioners alike recently started to develop the tools of energy derivatives pricing/hedging as a quantitat...
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| Format: | Others |
| Language: | en_ca |
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2008
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| Online Access: | http://hdl.handle.net/1807/17324 |