Pricing green financial products
Year of publication: |
23.08.2017
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Authors: | Melzer, Awdesch ; Härdle, Wolfgang ; López Cabrera, Brenda |
Publisher: |
Berlin : SFB 649, Humboldt-Universität zu Berlin |
Subject: | market price of risk | risk premium | renewable energy | wind power futures | stochastic process | expectile | CARMA | jump | Lévy | transform | logit-normal | extreme | Stochastischer Prozess | Stochastic process | Risikoprämie | Risk premium | Windenergie | Wind energy | Erneuerbare Energie | Renewable energy | Rohstoffderivat | Commodity derivative |
Extent: | 1 Online-Ressource (circa 29 Seiten) Illustrationen |
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Series: | SFB 649 discussion paper. - Berlin : [Verlag nicht ermittelbar], ISSN 1860-5664, ZDB-ID 2195055-6. - Vol. 2017-020 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/169210 [Handle] |
Classification: | C00 - Mathematical and Quantitative Methods. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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