The Risk Premium and the Esscher Transform in Power Markets (Q3119080)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Risk Premium and the Esscher Transform in Power Markets |
scientific article |
Statements
The Risk Premium and the Esscher Transform in Power Markets (English)
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7 March 2012
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derivatives pricing
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Esscher transform
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processes with independent increments
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power market
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risk premiums
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