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"On hedging spark spread options in electricity markets."

Lide Li, Paul R. Kleindorfer (2009)

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DOI: 10.3233/RDA-2009-0018

access: closed

type: Journal Article

metadata version: 2020-09-01

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Lide Li, Paul R. Kleindorfer:
On hedging spark spread options in electricity markets. Risk Decis. Anal. 1(4): 211-220 (2009)

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