AuthorsF. E. Benth, L. Ekland, R. Hauge and B. F. Nielsen
TitleOn Arbitrage-Free Pricing of Forward Contracts in Energy Markets
AfilliationScientific Computing, Scientific Computing
StatusPublished
Publication TypeJournal Article
Year of Publication2003
JournalApplied Mathematical Finance
Volume10
Number4
Pagination325-336
Citation KeySC.4.Benth.2003