Extracting and Applying Smooth Forward Curves From Average-Based Commodity Contracts with Seasonal Variation

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DOI10.3905/JOD.2007.694791MaRDI QIDQ124606FDO

Authors Fred Espen Benth, Steen Koekkebakker, Fridthjof Ollmar

Publication date 31 August 2007

Published in The Journal of Derivatives (Search for Journal in Brave)

Cited in

(1)

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