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 |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.8235534429550171
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0.7779691219329834
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0.7607113718986511
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0.7591808438301086
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0.7551206946372986
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