Pricing of vulnerable power exchange option under the hybrid model (Q5083072)
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scientific article; zbMATH DE number 7546026
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| default for all languages | No label defined |
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| English | Pricing of vulnerable power exchange option under the hybrid model |
scientific article; zbMATH DE number 7546026 |
Statements
21 June 2022
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power exchange option
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vulnerable option
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hybrid model
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credit risk
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0.83420729637146
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0.8145503997802734
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0.8110400438308716
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0.8004832863807678
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0.7919119000434875
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