Max Fehr

Publication Activity (10 Years)

Years Active: 2006-2014
Publications (10 Years): 0

Top Topics

Domain Knowledge

Bayesian Networks

Top Venues

Publications

Pauline Barrieu, Max Fehr
Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing. Oper. Res. 62 (2) (2014)
Juri Hinz, Max Fehr
Storage Costs in Commodity Option Pricing. SIAM J. Financial Math. 1 (1) (2010)
René Carmona, Max Fehr, Juri Hinz, Arnaud Porchet
Market Design for Emission Trading Schemes. SIAM Rev. 52 (3) (2010)
Jörg Doege, Max Fehr, Juri Hinz, Hans-Jakob Lüthi, Martina Wilhelm
Risk management in power markets: The Hedging value of production flexibility. Eur. J. Oper. Res. 199 (3) (2009)
René Carmona, Max Fehr, Juri Hinz
Optimal Stochastic Control and Carbon Price Formation. SIAM J. Control. Optim. 48 (4) (2009)
Jörg Doege, Max Fehr, Juri Hinz, Hans-Jakob Lüthi, Martina Wilhelm
On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions. OR (2006)