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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; BjRn 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

Published in: Applied Mathematical Finance, Volume 10, Issue 4 December 2003 , pages 325 - 336

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Formats available: PDF (English)

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