Hedging strategies for energy derivatives (Q5247229)

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scientific article; zbMATH DE number 6429490
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Hedging strategies for energy derivatives
scientific article; zbMATH DE number 6429490

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    Hedging strategies for energy derivatives (English)
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    23 April 2015
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    energy derivatives
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    hedging strategies
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    non-traded assets
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    local risk minimization
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    stochastic volatilty models
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