European Option Pricing of electricity under exponential functional of Lévy processes with Price-Cap principle - 惯性聚合

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European Option Pricing of electricity under exponential functional of Lévy processes with Price-Cap principle

Martin Kegnenlezom, Patrice Takam Soh, Antoine-Marie Bogso, Yves · 2019-06-26 · via math.PR updates on arXiv.org

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