Pricing flow commodity derivatives using fixed income market techniques
dc.contributor.author
Hinz, Juri
dc.contributor.author
Wilhelm, Martina
dc.date.accessioned
2017-06-08T15:34:07Z
dc.date.available
2017-06-08T15:34:07Z
dc.date.issued
2006
dc.identifier.issn
1793-6322
dc.identifier.issn
0219-0249
dc.identifier.other
10.1142/S0219024906004001
dc.identifier.uri
http://hdl.handle.net/20.500.11850/1624
dc.language.iso
en
dc.publisher
World Scientific
dc.subject
Commodity options
dc.subject
electricity risk
dc.subject
energy economics
dc.subject
futures markets
dc.subject
power derivatives
dc.title
Pricing flow commodity derivatives using fixed income market techniques
dc.type
Journal Article
ethz.journal.title
International Journal of Theoretical and Applied Finance
ethz.journal.volume
9
ethz.journal.issue
8
ethz.journal.abbreviated
Int. j. theor. appl. financ.
ethz.pages.start
1299
ethz.pages.end
1321
ethz.notes
Received 25 October 2006, Accepted 7 March 2006.
ethz.identifier.nebis
003866603
ethz.publication.place
Singapore
ethz.publication.status
published
ethz.leitzahl
03391 - Lüthi, Hans-Jakob
ethz.leitzahl.certified
03391 - Lüthi, Hans-Jakob
ethz.date.deposited
2017-06-08T15:34:21Z
ethz.source
ECIT
ethz.identifier.importid
imp59364b426305552356
ethz.ecitpid
pub:11458
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-18T14:29:54Z
ethz.rosetta.lastUpdated
2019-01-02T04:05:11Z
ethz.rosetta.versionExported
true
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Journal Article [130998]