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CapOptix: An Options-Framework for Capacity Market Pricing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Roy, Millend, Capponi, Agostino, Pyltsov, Vladimir, Hu, Yinbo, Modi, Vijay
Format:	Preprint
Published:	2025
Subjects:	Systems and Control Computational Finance Pricing of Securities Applications
Online Access:	Acceder al recurso
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