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A note on arbitrage-free pricing of forward contracts in energy markets
Authors:
Fred Espen Benth a;
Lars Ekeland b;
Ragnar Hauge c;
Bj
Rn Fredrik Nielsen d
Rn Fredrik Nielsen d
| Affiliations: | a Centre of Mathematics for Applications, Department of Mathematics, University of Oslo, Blindern, N-0316 Oslo, Norway |
| b Norsk Hydro ASA, N-0240 Oslo, Norway | |
| c Norwegian Computing Centre, Blindern, N-0314 Oslo, Norway | |
| d Simula Research Laboratory, N-1325 Lysaker, Norway |
DOI:
10.1080/1350486032000160777
Publication Frequency:
6 issues per year
Formats available:
PDF
(English)
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