The valuation of clean spread options: linking electricity, emissions and fuels (Q5745656)
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scientific article; zbMATH DE number 6252536
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The valuation of clean spread options: linking electricity, emissions and fuels |
scientific article; zbMATH DE number 6252536 |
Statements
The valuation of clean spread options: linking electricity, emissions and fuels (English)
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30 January 2014
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spread options
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real asset valuation
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electricity markets
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emission markets
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0.7919003963470459
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0.7891563773155212
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0.7511017322540283
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0.7416503429412842
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0.7400442957878113
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