Pricing Asian power options under jump-fraction process | Journal of Economics, Finance and Administrative Science

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Pricing Asian power options under jump-fraction process

Tasar las opciones energéticas de Asia por el método de fracciones discontinuas

Bin Penga, Fei Pengb

a School of Business, Renmin University, Beijing, P. R. China

b UBC, Vancouver, Canada

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ISSN: 20771886
Original language: English

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2023 July	42	6	48
2023 June	33	6	39
2023 May	64	11	75
2023 April	37	3	40
2023 March	35	4	39
2023 February	45	8	53
2023 January	53	17	70
2022 December	53	8	61
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2022 October	35	17	52
2022 September	39	24	63
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2022 June	33	18	51
2022 May	62	27	89
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2021 December	41	21	62
2021 November	43	15	58
2021 October	31	11	42
2021 September	41	13	54
2021 August	39	9	48
2021 July	33	14	47
2021 June	22	12	34
2021 May	34	18	52
2021 April	138	17	155
2021 March	57	5	62
2021 February	50	17	67
2021 January	57	15	72
2020 December	39	11	50
2020 November	48	9	57
2020 October	16	7	23
2020 September	28	6	34
2020 August	29	16	45
2020 July	14	10	24
2020 June	23	3	26
2020 May	24	4	28
2020 April	31	8	39
2020 March	28	9	37
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2020 January	27	9	36
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2016 August	7	1	8
2016 July	16	7	23
2016 June	26	10	36
2016 May	26	14	40
2016 April	19	18	37
2016 March	22	17	39
2016 February	22	22	44
2016 January	26	22	48
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2015 July	27	3	30
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2015 May	26	13	39
2015 April	22	12	34
2015 March	25	9	34
2015 February	16	7	23
2015 January	20	5	25
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2014 October	26	8	34
2014 September	21	6	27
2014 August	19	11	30
2014 July	14	7	21
2014 June	14	3	17
2014 May	10	2	12
2014 April	17	6	23
2014 March	43	20	63
2014 February	39	13	52
2014 January	40	13	53
2013 December	56	19	75
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2013 October	97	22	119
2013 September	79	19	98
2013 August	81	12	93
2013 July	71	22	93
2013 June	70	29	99
2013 May	80	31	111
2013 April	61	44	105
2013 March	41	31	72
2013 February	39	30	69
2013 January	46	34	80
2012 December	36	28	64
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