A note on super-hedging for investor-producers (Q2392019)
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scientific article
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| default for all languages | No label defined |
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| English | A note on super-hedging for investor-producers |
scientific article |
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A note on super-hedging for investor-producers (English)
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6 August 2013
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arbitrage pricing theory
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markets with proportional transaction costs
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nonlinear returns
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super replication theorem
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electricity markets
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energy derivatives
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0.7405272722244263
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0.7367709875106812
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0.7341093420982361
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0.7186532616615295
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0.7156805396080017
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