Center for Mathematical Economics
New Article of Maren Schmeck
Veröffentlicht am 26. Oktober 2020
The article "Capturing the power options smile by an additive two-factor model for overlapping futures prices" by Maren Schmeck in cooperation with T. Vargiolu (University of Padova) and M. Piccirilli (Dublin City University) has been accepted for publication in the journal "Energy Economics".