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Hedging strategies for energy derivatives - MaRDI portal

Hedging strategies for energy derivatives (Q5247229)

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scientific article; zbMATH DE number 6429490
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English
Hedging strategies for energy derivatives
scientific article; zbMATH DE number 6429490

    Statements

    title
    Hedging strategies for energy derivatives (English)
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    publication date
    23 April 2015
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    zbMATH Keywords
    energy derivatives
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    hedging strategies
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    non-traded assets
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    local risk minimization
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    stochastic volatilty models
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G48
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    60H10
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    zbMATH DE Number
    6429490
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    OpenAlex ID
    W2012174821
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