Pricing Multiple Interruptible-Swing Contracts
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cartea, Álvaro & Williams, Thomas, 2008.
"UK gas markets: The market price of risk and applications to multiple interruptible supply contracts,"
Elsevier, vol. 30(3), pages 829-846, May.
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- Kourouvakalis, Stylianos, 2008. "Méthodes numériques pour la valorisation d'options swings et autres problèmes sur les matières premières," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/116 edited by Geman, Hélyette, March.
More about this item
KeywordsEnergy derivatives; electricity market; Least-Squares Monte Carlo; swing options.;
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