Work

UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts

Year: 2006

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.934805

Author: Álvaro Cartea

Institution: University of Oxford

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2116767996

Cites: 23

Cited by: 21

Related to: 10