A spot market model for pricing derivatives in electricity markets

DOI10.1088/1469-7688/4/1/010zbMath1405.91597OpenAlexW2133033133WikidataQ60430077 ScholiaQ60430077MaRDI QIDQ4647601

Markus Burger, Alfred Müller, Schindlmayr, G., Bernhard Klar

Publication date: 15 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1469-7688/4/1/010

zbMATH Keywords

derivatives pricingelectricity market

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

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