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Electricity derivatives pricing with forward-looking information - MaRDI portal

Electricity derivatives pricing with forward-looking information (Q1657496)

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scientific article; zbMATH DE number 6917089
Language Label Description Also known as
English
Electricity derivatives pricing with forward-looking information
scientific article; zbMATH DE number 6917089

    Statements

    Electricity derivatives pricing with forward-looking information (English)
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    13 August 2018
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    electricity futures
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    fundamental model
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    derivatives pricing
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    forward-looking information
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    enlargement of filtrations
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