LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS (Q4571703)
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scientific article; zbMATH DE number 6897613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS |
scientific article; zbMATH DE number 6897613 |
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LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS (English)
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29 June 2018
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local risk-minimization
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quadratic hedging
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liquidity cost
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energy markets
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multiple assets
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