Energy Options in an HJM Framework
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More about this item
Keywords
HJM; Framework; Energy options;All these keywords.
JEL classification:
- G00 - Financial Economics - - General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2006-07-02 (Energy Economics)
- NEP-FMK-2006-07-02 (Financial Markets)
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