Energy markets - risk management, optimal liquidation, and derivatives
type: CreativeWork
author: Metka, Kevin
keywords: Backtesting, Bellman equation, Bermudan options, Commodities, Copulae, Energy markets, Konvex optimization, Least-squares Monte-Carlo, Optimal liquidation, Pricing structured derivatives, Retail electricity contracts, Value-at-risk
date published: 2011
date modified: 2026-07-24T05:13:34Z
provider: Universität Ulm
publisher: Networked Digital Library of Theses and Dissertations
type: WebPage
source organization: Universität Ulm