Pages that link to "Item:Q2014372"
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The following pages link to Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372):
Displaying 6 items.
- Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
- Optimal management of pumped hydroelectric production with state constrained optimal control (Q2246663) (← links)
- A structural risk-neutral model for pricing and hedging power derivatives (Q2847237) (← links)
- Any-utility neutral and indifference pricing and hedging (Q2877542) (← links)
- NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION (Q4649505) (← links)
- A review of the operations literature on real options in energy (Q6112582) (← links)