Pricing and hedging Asian-style options on energy (Q889623)
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scientific article; zbMATH DE number 6505830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging Asian-style options on energy |
scientific article; zbMATH DE number 6505830 |
Statements
Pricing and hedging Asian-style options on energy (English)
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9 November 2015
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Asian options
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energy markets
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trading restrictions
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quadratic hedging
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moment matching
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