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English

On derivatives of claims in commodity and energy markets using a Malliavin approach

Paperback • 2002 • English

On derivatives of claims in commodity and energy markets using a Malliavin approach

By Fred Espen Benth

0 Ratings • 0.0 of 5

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About the book

Book details

ISBN

9788255313434

Publisher

[Oslo] : Dept. of Math., University of Oslo

Published year

2002

Language

English

Original title

On derivatives of claims in commodity and energy markets using a Malliavin approach

Format

Paperback

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