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"Application of the Esscher Transform to Pricing Forward Contracts on ..."

Piotr Nowak, Michal Pawlowski (2023)

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DOI: 10.3390/E25030527

access: open

type: Journal Article

metadata version: 2023-04-29

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  - journals/entropy/NowakP23
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  - https://dblp.org/rec/journals/entropy/NowakP23
Piotr Nowak, Michal Pawlowski:
Application of the Esscher Transform to Pricing Forward Contracts on Energy Markets in a Fuzzy Environment. Entropy 25(3): 527 (2023)

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