A note on super-hedging for investor-producers (Q2392019)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on super-hedging for investor-producers |
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A note on super-hedging for investor-producers (English)
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6 August 2013
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arbitrage pricing theory
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markets with proportional transaction costs
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nonlinear returns
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super replication theorem
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electricity markets
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energy derivatives
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