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Center for Mathematical Economics

Center for Mathematical Economics

Talks by Ms. Schmeck and Ms. Kemper on the EFI6

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
Tags: workshop talk

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