Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets

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Publication:2837760

DOI10.1239/aap/1370870130zbMath1269.91083OpenAlexW2012330573MaRDI QIDQ2837760

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Publication date: 11 July 2013

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1370870130



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