On hedging spark spread options in electricity markets
From MaRDI portal
Publication:4930626
DOI10.3233/RDA-2009-0018zbMath1232.91671MaRDI QIDQ4930626
Publication date: 1 October 2010
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/rda-2009-0018
91B24: Microeconomic theory (price theory and economic markets)
91G20: Derivative securities (option pricing, hedging, etc.)
91G10: Portfolio theory