%0 Journal Article %1 kholodnyi2004 %A Kholodnyi, ValeryA. %D 2004 %I Kluwer Academic Publishers %J Journal of Engineering Mathematics %K non-markovian pricing %N 3 %P 233-252 %R 10.1023/B:ENGI.0000031203.43548.b6 %T Valuation and hedging of European contingent claims on power with spikes: a non-Markovian approach %U http://dx.doi.org/10.1023/B%3AENGI.0000031203.43548.b6 %V 49

@article{kholodnyi2004, added-at = {2015-12-31T14:41:01.000+0100}, author = {Kholodnyi, ValeryA.}, biburl = {https://www.bibsonomy.org/bibtex/2cf7e2b52f72ba8eed093065bd25e9902/krassi}, doi = {10.1023/B:ENGI.0000031203.43548.b6}, interhash = {36bce8da99122ac908a5354663622c63}, intrahash = {cf7e2b52f72ba8eed093065bd25e9902}, issn = {0022-0833}, journal = {Journal of Engineering Mathematics}, keywords = {non-markovian pricing}, language = {English}, number = 3, pages = {233-252}, publisher = {Kluwer Academic Publishers}, timestamp = {2015-12-31T14:41:01.000+0100}, title = {Valuation and hedging of European contingent claims on power with spikes: a non-Markovian approach}, url = {http://dx.doi.org/10.1023/B%3AENGI.0000031203.43548.b6}, volume = 49, year = 2004 }