Archived publication

Archived publication

A note on arbitrage-free pricing of forward contracts in energy markets

Benth, Fred Espen; Ekeland, Lars; Hauge, Ragnar; Nielsen, Bjørn Fredrik

January 01, 2003

SAND

  • Published date: January 01, 2003
  • Publisher:
  • Refereed: 1
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  • Page(s): 325-336
  • Journal: Applied mathematical finance
  • Name and number of project:
  • Volume/number: 10
  • Title: A note on arbitrage-free pricing of forward contracts in energy markets
  • Author(s): Benth, Fred Espen; Ekeland, Lars; Hauge, Ragnar; Nielsen, Bjørn Fredrik
  • ISBN:
  • Book title:
  • Editor: