A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period (Q5131416)
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scientific article; zbMATH DE number 7271098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period |
scientific article; zbMATH DE number 7271098 |
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A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period (English)
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7 November 2020
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polynomial diffusions
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electricity forwards
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forward risk premium
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market price of risk
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local risk-minimization
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