Puneet Pasricha, Anubha Goel. Pricing vulnerable power exchange options in an intensity based framework. J. Computational Applied Mathematics, 355:106-115, 2019. [doi]
@article{PasrichaG19,
title = {Pricing vulnerable power exchange options in an intensity based framework},
author = {Puneet Pasricha and Anubha Goel},
year = {2019},
doi = {10.1016/j.cam.2019.01.019},
url = {https://doi.org/10.1016/j.cam.2019.01.019},
researchr = {https://researchr.org/publication/PasrichaG19},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {355},
pages = {106-115},
}