Quadratic hedging of commodity and energy cash flows
Year of publication: |
2019
|
---|---|
Authors: | Secomandi, Nicola |
Published in: |
Emerging technology & advances in supply chain finance & risk management. - Boston : now, ISBN 978-1-68083-554-0. - 2019, p. 157-174
|
Subject: | Hedging | Energiepreis | Energy price | Dynamische Optimierung | Dynamic programming | Cash Flow | Cash flow | Rohstoffhandel | Commodity trade |
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