Pricing energy quanto options in the framework of Markov-modulated additive processes (Q5877567)
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scientific article; zbMATH DE number 7653423
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| English | Pricing energy quanto options in the framework of Markov-modulated additive processes |
scientific article; zbMATH DE number 7653423 |
Statements
Pricing energy quanto options in the framework of Markov-modulated additive processes (English)
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14 February 2023
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pricing
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energy quanto options
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regime-switching
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additive processes
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futures
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