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Utility indifference pricing and hedging for structured contracts in energy markets
Callegaro, Giorgia
;
Campi, Luciano
;
Giusto, Valeria
; …
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 265-303
Persistent link: https://www.econbiz.de/10011714437
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2
A structural risk-neutral model for pricing and hedging power derivatives
Aïd, René
;
Campi, Luciano
;
Langrené, Nicolas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 387-438
Persistent link: https://www.econbiz.de/10009783361
Saved in:
3
Close-form pricing of Benchmark Equity Default Swaps under the CEV assumption
Campi, Luciano
(
contributor
);
Sbuelz, Alessandro
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002628188
Saved in:
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