Blar i Articles (FOR) på forfatter "Bjerksund, Petter"
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Valuation and Risk Management in the Norwegian Electricity Market
Bjerksund, Petter; Rasmussen, Heine; Stensland, Gunnar (Journal article; Peer reviewed, 2010)The purpose of this paper is twofold: Firstly, we analyse the option value approximation of traded options in the presence of a volatility term structure. The options are identified as: (a) “European” (written on the forward ...