Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach (Q3195108)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach
scientific article

    Statements

    Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach (English)
    0 references
    0 references
    0 references
    21 October 2015
    0 references
    energy markets
    0 references
    Hilbert-valued stochastic processes
    0 references
    option pricing
    0 references
    hedging
    0 references
    forward curves
    0 references
    spread options
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references