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"Pricing vulnerable power exchange options in an intensity based framework."

Puneet Pasricha, Anubha Goel (2019)

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DOI: 10.1016/J.CAM.2019.01.019

access: closed

type: Journal Article

metadata version: 2020-02-20

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Puneet Pasricha, Anubha Goel:
Pricing vulnerable power exchange options in an intensity based framework. J. Comput. Appl. Math. 355: 106-115 (2019)

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