"Utility indifference pricing and hedging for structured contracts in ..."

Giorgia Callegaro et al. (2017)

> Home

Details and statistics

DOI: 10.1007/S00186-016-0569-6

access: open

type: Journal Article

metadata version: 2020-09-05

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/mmor/CallegaroCGV17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mmor/CallegaroCGV17
Giorgia Callegaro, Luciano Campi, Valeria Giusto, Tiziano Vargiolu:
Utility indifference pricing and hedging for structured contracts in energy markets. Math. Methods Oper. Res. 85(2): 265-303 (2017)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.