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A structural risk-neutral model for pricing and hedging pow..:
Aid R
;
Campi L
;
Langrene N
info:eu-repo/semantics/altIdentifier/wos/WOS:000320139200001. , 2013
Link:
http://hdl.handle.net/2434/751147
RT Journal T1 <Title>A structural risk-neutral model for pricing and hedging power derivatives</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftunivmilanoair:oai:air.unimi.it:2434_751147&Exemplar=1&LAN=DE A1 Aid R A1 Campi L A1 Langrene N YR 2013 K1 Electricity spot and forward price K1 fuel K1 capacity K1 electricity demand K1 scarcity function K1 local risk minimization K1 minimal martingale measure K1 power derivative K1 spread option K1 extended incomplete Goodwin-Staton integral K1 Settore MAT/06 - Probabilita' e Statistica Matematica JF info:eu-repo/semantics/altIdentifier/wos/WOS:000320139200001 LK http://hdl.handle.net/2434/751147 DO http://hdl.handle.net/2434/751147 SF ELIB - SuUB Bremen
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