Dynamic delta option strategies in Nordic electricity markets
Year of publication: |
2018
|
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Authors: | Klemola, Antti |
Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 11.2018, 4, p. 27-50
|
Subject: | Nasdaq OMX Commodities Europe | futures | options | electricity | dynamic delta | option strategy | Optionsgeschäft | Option trading | Elektrizitätswirtschaft | Electric power industry | Derivat | Derivative | Nordeuropa | Northern Europe | Optionspreistheorie | Option pricing theory |
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