A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model (Q3617309)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model |
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A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model (English)
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23 March 2009
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electricity spot prices
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threshold model
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lattice-based jump representation
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