The valuation of clean spread options: linking electricity, emissions and fuels (Q5745656)

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scientific article; zbMATH DE number 6252536
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The valuation of clean spread options: linking electricity, emissions and fuels
scientific article; zbMATH DE number 6252536

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    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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