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"A Multifactor Polynomial Framework for Long-Term Electricity Forwards with ..."

Xi Kleisinger-Yu et al. (2020)

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DOI: 10.1137/19M1283264

access: closed

type: Journal Article

metadata version: 2021-09-01

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Xi Kleisinger-Yu, Vlatka Komaric, Martin Larsson, Markus Regez:
A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period. SIAM J. Financial Math. 11(3): 928-957 (2020)

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