Center for Mathematical Economics
Veröffentlicht am 23. Februar 2021
There are two talks, held by Maren Schmeck and Annika Kemper on the Energy Finance Italia 6 Workshop. The respective titles are "Capturing the Power Options Smile by an Additive Two-Factor Model for Overlapping Futures Prices" and "The Market Price of Risk for Electricity Swaps".
Gesendet von GBauch in Forschung