Bergische Universität Wuppertal
Fachbereich Mathematik und Naturwissenschaften
Angewandte Mathematik - Numerische Analysis


Modelling and Numerical Simulation of Clean Spark Spread Options in the German Electricity Market

Masterarbeit Mathematik



In this thesis we investigate ...


Clean Spark Spread Options


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University of Wuppertal
Faculty of Mathematics and Natural Sciences
Department of Mathematics
Applied Mathematics & Numerical Analysis Group

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