Valuation and hedging of European contingent claims on power with spikes: a non-Markovian approach (Q701832)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation and hedging of European contingent claims on power with spikes: a non-Markovian approach |
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Valuation and hedging of European contingent claims on power with spikes: a non-Markovian approach (English)
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14 January 2005
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Contingent claims on power
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non-Markovian price processes
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power prices with spikes
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