Nina Lange

Copenhagen Business School

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

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Pricing and Hedging Quanto Options in Energy Markets

Journal of Energy Markets, 2015

Posted: 22 Aug 2012 Last Revised: 10 Jun 2016

Fred Espen Benth, Nina Lange and Tor Age Myklebust

University of Oslo, Copenhagen Business School and NHH Norwegian School of Economics

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