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Pricing Electricity Day-ahead Cap Futures with Multifactor Skew-t Densities

Journal

Quantitative Finance

Subject

Management Science and Operations

Publishing details

Quantitative Finance 2022 Vol 22:5 p 835-860

Authors / Editors

Matsumoto T; Bunn D W; Yamada Y

Biographies

Bunn D W

Publication Year

2022