%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 }