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"Pricing and hedging Asian-style options on energy."

Fred Espen Benth, Nils Detering (2015)

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DOI: 10.1007/S00780-015-0270-2

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/BenthD15
Fred Espen Benth, Nils Detering:
Pricing and hedging Asian-style options on energy. Finance Stochastics 19(4): 849-889 (2015)

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