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Spot simulation processing
http://www.erasmusenergy.com/articles/138/1/Spot-simulation-processing/Page1.html
Les Clewlow
By Les Clewlow
Published on 12/29/2007
Keywords:
Published in: Energy Risk
Publication year:
Co-author 1: Chris Strickland
Co-author 2: Vince Kaminski
Simulating spot price processes for pricing energy derivatives
Spot simulation processing
Simulating spot price processes for pricing energy derivatives