Utility indifference pricing and hedging for structured contracts in energy markets
Crossref DOI link: https://doi.org/10.1007/s00186-016-0569-6
Published Online: 2017-02-04
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Callegaro, Giorgia
Campi, Luciano
Giusto, Valeria
Vargiolu, Tiziano
Funding for this research was provided by:
London School of Economics and Political Science
License valid from 2017-02-04