Lea Bloechlinger. A Coherent Spot/Forward Price Model with Regime-Switching. In Karl-Heinz Waldmann, Ulrike M. Stocker, editors, Operations Research, Proceedings 2006, Selected Papers of the Annual International Conference of the German Operations ResearchSociety (GOR), Jointly Organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operation. pages 271-278, 2006. [doi]
Abstract is missing.