A change of measure preserving the affine structure in the BNS model for commodity markets
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- Fred Espen Benth & Salvador Ortiz-Latorre, 2013. "A pricing measure to explain the risk premium in power markets," Papers 1308.3378, arXiv.org.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-03-22 (All new papers)
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