Pricing Electricity Swaptions under a Stochastic Volatility Term-Structure Model
Author
Department/s
Publishing year
2013
Language
English
Pages
43-67
Publication/Series
Journal of Energy Markets
Volume
6
Issue
4
Document type
Journal article
Publisher
Incisive Media
Topic
- Economics
Status
Published
ISBN/ISSN/Other
- ISSN: 1756-3615