Electricity derivatives pricing with forward-looking information (Q1657496)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Electricity derivatives pricing with forward-looking information |
scientific article |
Statements
Electricity derivatives pricing with forward-looking information (English)
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13 August 2018
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electricity futures
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fundamental model
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derivatives pricing
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forward-looking information
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enlargement of filtrations
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