Publications

Type of Publication: Article in Journal

Valuation of Commodity-Based Swing Options

Author(s):
J. Gernard, R. Kiesel and S.-O. Stoll
Title of Journal:
Journal of Energy Markets
Publication Date:
2010
Number of Issue:
3
pages:
91-112
Link to complete version:
http://m.risk.net/digital_assets/4583/jem_v3n3a4.pdf
Citation:
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