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Price formation and optimal trading in intraday electricity markets
Féron, Olivier; Tankov, Peter; Tinsi, Laura - In: Mathematics and financial economics 16 (2022) 2, pp. 205-237
Persistent link: https://www.econbiz.de/10013167785
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Arbitrage and utility maximization in market models with an insider
Chau, Huy N.; Runggaldier, Wolfgang J.; Tankov, Peter - In: Mathematics and financial economics 12 (2018) 4, pp. 589-614
Persistent link: https://www.econbiz.de/10011963883
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An optimal trading problem in intraday electricity markets
Aïd, René; Gruet, Pierre; Pham, Huyen - In: Mathematics and financial economics 10 (2016) 1, pp. 49-85
Persistent link: https://www.econbiz.de/10011446022