Publications

Type of Publication: Article in Journal

Valuation of Commodity-Based Swing Options

Author(s):
Gernard, J.; Kiesel, R.; Stoll, S. - O
Title of Journal:
Journal of Energy Markets
Publication Date:
2010
Number of Issue:
3
pages:
91-112
Link to complete version:
http://m.risk.net/digital_assets/4583/jem_v3n3a4.pdf