Electricity derivatives pricing with forward-looking information
type: Item
instance of: scholarly article
title: Electricity derivatives pricing with forward-looking information
zbMATH Open document ID: 1401.91577
author: Roland Füss
author: Steffen Mahringer
author: Marcel Prokopczuk
publication date: 2018-08-13T00:00:00Z
full work available at URL: Electricityderivativespricingwithforward-lookinginformation 6-15.pdf
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6917089
zbMATH Keywords: electricity futures
zbMATH Keywords: fundamental model
zbMATH Keywords: derivatives pricing
zbMATH Keywords: forward-looking information
zbMATH Keywords: enlargement of filtrations
MaRDI profile type: Publication
OpenAlex ID: W3124922486
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DOI: 10.1016/J.JEDC.2015.05.016
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6917089