Quotation Benth, Fred, Eisenberg, Paul. 2015. Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach. SIAM Journal on Financial Mathematics. 6 825-869.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal SIAM Journal on Financial Mathematics
Citation Index SSCI
Language English
Title Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach
Volume 6
Year 2015
Page from 825
Page to 869
URL http://epubs.siam.org/doi/pdf/10.1137/15100268X
DOI http://dx.doi.org/10.1137/15100268x
Open Access N

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Eisenberg, Paul (Details)
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Benth, Fred (University of Oslo, Norway)
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