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Date: 2007-03-27 13:47:18Economy 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, 2007Add to Reading ListSource URL: www.bbk.ac.ukDownload Document from Source WebsiteFile Size: 158,00 KBShare Document on Facebook |