Archived publication

Archived publication

Forward curves in FairPrice

Løland, Anders; Hobæk Haff, Ingrid

November 01, 2004

SAMBA

  • Areas: Finance, Insurance and the Electricity market
  • Keywords: Volatility, forward curve, price model
  • Page(s): 5
  • Name and number of project:
  • Title: Forward curves in FairPrice
  • Author(s): Løland, Anders; Hobæk Haff, Ingrid
  • Report number: SAMBA/26/04
  • Published date: November 01, 2004