Pricing of fixed budget contingent claims in competitive electricity markets (Q5949959)
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scientific article; zbMATH DE number 1679276
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of fixed budget contingent claims in competitive electricity markets |
scientific article; zbMATH DE number 1679276 |
Statements
Pricing of fixed budget contingent claims in competitive electricity markets (English)
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9 December 2001
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derivative pricing
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tariff design
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stochastic consumption
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competitive markets
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