Valuation of spark-spread options with mean reversion and stochastic volatility
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 1728-2047 |
| Author | Magnus Maribu, Karl, Galli, Alain, Armstrong, Margaret |
| Maintainer | CCSD |
| Last Updated | May 13, 2026, 09:26 (UTC) |
| Created | May 13, 2026, 09:26 (UTC) |
| Identifier | hal-00797875 |
| Language | en |
| contributor | Centre d'économie industrielle i3 (CERNA i3) ; Mines Paris - PSL (École nationale supérieure des mines de Paris) ; Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Institut interdisciplinaire de l’innovation (I3) ; Centre National de la Recherche Scientifique (CNRS)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Magnus Maribu, Karl |
| date | 2007-05-13T00:00:00 |
| harvest_object_id | 9fe0b3e5-27ed-4d60-85a6-3aa8c6ef512c |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-01-08T00:00:00 |
| set_spec | type:ART |