A note on arbitrage‐free pricing of forward contracts in energy markets
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Publication:4811678
DOI10.1080/1350486032000160777zbMath1101.91323MaRDI QIDQ4811678
Fred Espen Benth, Bjørn Fredrik Nielsen, Ragnar Hauge, Lars Ekeland
Publication date: 6 September 2004
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1350486032000160777
91B24: Microeconomic theory (price theory and economic markets)
91B26: Auctions, bargaining, bidding and selling, and other market models
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