NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION (Q4649505)
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scientific article; zbMATH DE number 6109792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION |
scientific article; zbMATH DE number 6109792 |
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NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION (English)
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22 November 2012
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electricity options
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hedging
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Hilbert space-valued jump-diffusion
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partial integro-differential equation
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proper orthogonal decomposition
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