摆动期权合约
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Swing option contract
以上为机器翻译结果,长、整句建议使用 人工翻译 。
在燃料市场和电量市场之间构造出交叉商品组合,并在此基础上引入摆动期权合约设计了发电商的风险回避模型。
A cross-commodity spread was constructed between energy market and electricity market, on this basis, a risk-avoid model was designed by incorporating swing options.
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