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Center for Mathematical Economics

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

Veröffentlicht am 23. Februar 2021, 12:23 Uhr
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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