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%0 Journal Article
%1 Tsitakis2006
%A Tsitakis, D.
%A Xanthopoulos, S.
%A Yannacopoulos, A. N.
%D 2006
%J Physica A: Statistical and Theoretical Physics
%K Energy derivatives valuation
%N 2
%P 543--551
%T A closed-form solution for the price of cross-commodity electricity
derivatives
%U http://www.sciencedirect.com/science/article/B6TVG-4JTRM40-2/1/1a6f4a9500d81ca7e918be6cf2401b68
%V 371
@article{Tsitakis2006,
added-at = {2008-04-22T10:36:30.000+0200},
author = {Tsitakis, D. and Xanthopoulos, S. and Yannacopoulos, A. N.},
biburl = {https://www.bibsonomy.org/bibtex/2118652231673568a725def947048ac9c/smicha},
day = 15,
description = {Physica A},
interhash = {025a0e2d927da72ab90cffb32740c595},
intrahash = {118652231673568a725def947048ac9c},
journal = {Physica A: Statistical and Theoretical Physics},
keywords = {Energy derivatives valuation},
month = Nov,
number = 2,
pages = {543--551},
timestamp = {2008-04-22T11:04:21.000+0200},
title = {A closed-form solution for the price of cross-commodity electricity
derivatives},
url = {http://www.sciencedirect.com/science/article/B6TVG-4JTRM40-2/1/1a6f4a9500d81ca7e918be6cf2401b68},
volume = 371,
year = 2006
}