Pricing and hedging Asian-style options on energy.

Fred Espen Benth Nils Detering

Published in: Finance Stochastics (2015)

Keyphrases

option pricing
black scholes model
black scholes
convertible bonds
stock price
decision analysis
financial markets
energy consumption
low energy
pricing model
energy minimization
real option
minimum energy
hong kong
payoff functions
real time
search strategies
case study