On hedging spark spread options in electricity markets (Q4930626)
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scientific article; zbMATH DE number 5794653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On hedging spark spread options in electricity markets |
scientific article; zbMATH DE number 5794653 |
Statements
On hedging spark spread options in electricity markets (English)
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1 October 2010
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spark spread
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spread options
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delta hedging, delta-gamma hedging
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portfolio management
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