© Universität Bielefeld
Center for Mathematical Economics
Published on
23. Februar 2021
Category
Forschung
Talks by Ms. Schmeck and Ms. Kemper on the EFI6
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".