"Valuation of Spark-spread Options with Mean Reversion and Stochastic ..."

Karl Magnus Maribu, Alain Galli, Margaret Armstrong (2007)

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type: Journal Article

metadata version: 2022-02-28

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Karl Magnus Maribu, Alain Galli, Margaret Armstrong:
Valuation of Spark-spread Options with Mean Reversion and Stochastic Volatility. Int. J. Electron. Bus. Manag. 5(3): 173-181 (2007)

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