A note on arbitrage‐free pricing of forward contracts in energy markets (Q4811678)
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scientific article; zbMATH DE number 2096907
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on arbitrage‐free pricing of forward contracts in energy markets |
scientific article; zbMATH DE number 2096907 |
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A note on arbitrage‐free pricing of forward contracts in energy markets (English)
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6 September 2004
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incomplete markets
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forward pricing
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energy markets
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no-arbitrage pricing
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Lévy processes
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