论文信息 - Optimal Hedge for Nodal Price Risk using FTR. - 字舞流文

Optimal Hedge for Nodal Price Risk using FTR.

Yoshio Ichida | Michiko Makino | Hiroaki Tanaka | Masanori Akiyoshi

[1] Philippe Artzner,et al. Coherent Measures of Risk , 1999 .

[2] Claudia Klüppelberg,et al. Some Aspects of Insurance Mathematics , 1994 .