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Article
Pricing Electricity Swaptions Under a Stochastic Volatility Term-structure Model
Journal of Energy Markets (2013)
  • Karl Larsson, Lund University
  • Rikard Green, Lund University
  • Marcus Nossman
Publication Date
2013
Citation Information
Karl Larsson, Rikard Green and Marcus Nossman. "Pricing Electricity Swaptions Under a Stochastic Volatility Term-structure Model" Journal of Energy Markets Vol. 6 Iss. 4 (2013)
Available at: http://works.bepress.com/karl_larsson/4/