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

René Carmona, Michael Coulon, Daniel Schwarz

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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AU - Schwarz, Daniel

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