Options on Energy Portfolios in an HJM Framework Thomas Lyse Hansen1 and Bjarne Astrup Jensen2 This version: January 13, 2007

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Date: 2007-03-27 13:47:18 Economy Finance Money Mathematical finance Stochastic processes Financial economics Futures markets Martingale theory Forward price Futures contract Forward contract Wiener process		Options on Energy Portfolios in an HJM Framework Thomas Lyse Hansen1 and Bjarne Astrup Jensen2 This version: January 13, 2007 Add to Reading List Source URL: www.bbk.ac.uk Download Document from Source Website File Size: 158,00 KB Share Document on Facebook

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