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Pricing of fixed budget contingent claims in competitive electricity markets - MaRDI portal

Pricing of fixed budget contingent claims in competitive electricity markets

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Publication:5949959

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zbMath1013.91504MaRDI QIDQ5949959

Mika Räsänen, Jussi Keppo

Publication date: 9 December 2001

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

zbMATH Keywords

competitive markets derivative pricing stochastic consumption tariff design

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Consumer behavior, demand theory (91B42)

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