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A Coherent Spot/Forward Price Model with Regime-Switching

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type book chapter (English)
   
keywords
   
book title Operations Research Proceedings 2006
editor K.-H. Waldmann, U.M. Stocker
date of appearance 2007
publisher Springer (Berlin)
series title Operations Research Proceedings (Conference 2006)
ISBN 978-3-540-69994-1
page(s) 271-280
citation Bloechlinger, L. (2007). A Coherent Spot/Forward Price Model with Regime-Switching. In Waldmann, K. H., & Stocker, U. (Eds.), Operations Research Proceedings 2006 (pp. 271-280). Berlin: Springer. - ISBN 978-3-540-69994-1.