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Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach - MaRDI portal

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

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Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach
scientific article

    Statements

    title
    Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach (English)
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    author
    Fred Espen Benth
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    Paul Krühner
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    publication date
    21 October 2015
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    zbMATH Keywords
    energy markets
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    Hilbert-valued stochastic processes
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    option pricing
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    hedging
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    forward curves
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    spread options
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    Identifiers

    DOI
    10.1137/15100268X
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    Mathematics Subject Classification ID
    60H30
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    60H15
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    60H10
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    60G60
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    60G51
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    91G20
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    91G80
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    zbMATH DE Number
    6497249
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    arXiv ID
    1412.7943
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    OpenAlex ID
    W2127812707
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