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1 Ergebnisse
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Utility indifference pricing and hedging for structured con..:
Callegaro, Giorgia
;
Campi, Luciano
;
Giusto, Valeria
.
Mathematical Methods of Operations Research. 85 (2017) 2 - p. 265-303 , 2017
Link:
https://doi.org/10.1007/s00186-016-0569-6
RT Journal T1
Utility indifference pricing and hedging for structured contracts in energy markets
UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s00186-016-0569-6&Exemplar=1&LAN=DE A1 Callegaro, Giorgia A1 Campi, Luciano A1 Giusto, Valeria A1 Vargiolu, Tiziano PB Springer Science and Business Media LLC YR 2017 SN 1432-2994 SN 1432-5217 JF Mathematical Methods of Operations Research VO 85 IS 2 SP 265 OP 303 LK http://dx.doi.org/https://doi.org/10.1007/s00186-016-0569-6 DO https://doi.org/10.1007/s00186-016-0569-6 SF ELIB - SuUB Bremen
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