Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets

Publisher: Cambridge University Press

E-ISSN: 1475-6064|45|2|572-594

ISSN: 0001-8678

Source: Advances in Applied Probability, Vol.45, Iss.2, 2013-06, pp. : 572-594

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Abstract