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HEDGING SWING OPTIONS - MaRDI portal

HEDGING SWING OPTIONS (Q3005962)

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scientific article
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HEDGING SWING OPTIONS
scientific article

    Statements

    title
    HEDGING SWING OPTIONS (English)
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    publication date
    10 June 2011
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    zbMATH Keywords
    electricity derivatives
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    swing options
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    energy markets
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    stochastic optimal control
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    91G20
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    93E20
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    91G99
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    zbMATH DE Number
    5906747
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    OpenAlex ID
    W2087818654
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