Hedging strategies for energy derivatives
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Publication:5247229
DOI10.1080/14697688.2013.836294zbMath1402.91797OpenAlexW2012174821MaRDI QIDQ5247229
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Publication date: 23 April 2015
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2013.836294
hedging strategiesenergy derivativesnon-traded assetslocal risk minimizationstochastic volatilty models
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Derivative securities (option pricing, hedging, etc.) (91G20)
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Cites Work
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