Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach

Publication: Scientific journal › Journal article › peer-review

Original language	English
Pages (from-to)	825 - 869
Journal	SIAM Journal on Financial Mathematics
Volume	6
Issue number	1
DOIs	https://doi.org/10.1137/15100268X
Publication status	Published - 2015
Externally published	Yes

Access to Document

@article{e60b84ea76f242718d10e9ada63ebbd5,

title = "Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach",

author = "Fred Benth and Paul Kr{\"u}hner",

year = "2015",

doi = "10.1137/15100268X",

language = "English",

volume = "6",

pages = "825 -- 869",

journal = "SIAM Journal on Financial Mathematics",

issn = "1945-497X",

publisher = "Society for Industrial and Applied Mathematics Publications",

number = "1",

}