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~person:"Langrené, Nicolas"
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Electricity spot and forward prices
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Extended incomplete Goodwin-Staton integral
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extended incomplete Goodwin–Staton integral
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Langrené, Nicolas
Cretarola, Alessandra
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Arai, Takuji
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Campi, Luciano
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A structural risk-neutral model for pricing and hedging power derivatives
Aid, René
;
Campi, Luciano
;
Langrené, Nicolas
-
HAL
-
2010
such a market incomplete. We follow a
local
risk
minimization
approach to price and hedge energy derivatives. Despite the …
Persistent link: https://www.econbiz.de/10008793959
Saved in:
2
A Structural Risk-Neutral Model for Pricing and Hedging Power Derivatives
Langrené, Nicolas
;
Campi, Luciano
;
Aïd, René
-
Université Paris-Dauphine (Paris IX)
-
2013
market incomplete. We follow a
local
risk
minimization
approach to price and hedge energy derivatives. Despite the richness …
Persistent link: https://www.econbiz.de/10011073663
Saved in:
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