The valuation of clean spread options: Linking electricity, emissions and fuels

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English (US)
Title of host publication	Commodities
Subtitle of host publication	Fundamental Theory of Futures, Forwards, and Derivatives Pricing
Publisher	CRC Press
Pages	611-633
Number of pages	23
ISBN (Electronic)	9781000784046
ISBN (Print)	9781032208176
DOIs	https://doi.org/10.1201/9781003265399-31
State	Published - Dec 16 2022

All Science Journal Classification (ASJC) codes

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title = "The valuation of clean spread options: Linking electricity, emissions and fuels",

author = "Ren{\'e} Carmona and Michael Coulon and Daniel Schwarz",

year = "2022",

month = dec,

day = "16",

doi = "10.1201/9781003265399-31",

language = "English (US)",

isbn = "9781032208176",

pages = "611--633",

booktitle = "Commodities",

publisher = "CRC Press",

}

TY - CHAP

T1 - The valuation of clean spread options

T2 - Linking electricity, emissions and fuels

AU - Carmona, René

AU - Coulon, Michael

AU - Schwarz, Daniel

PY - 2022/12/16

Y1 - 2022/12/16

UR - https://www.scopus.com/pages/publications/85142585149

UR - https://www.scopus.com/pages/publications/85142585149#tab=citedBy

U2 - 10.1201/9781003265399-31

DO - 10.1201/9781003265399-31

M3 - Chapter

AN - SCOPUS:85142585149

SN - 9781032208176

SP - 611

EP - 633

BT - Commodities

PB - CRC Press

ER -