"Robust Hedging of Electricity Retail Portfolios with CVaR Constraints."

Marina Resta, Stefano Santini (2008)

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DOI: 10.1007/978-3-540-87477-5_29

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-04

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Marina Resta, Stefano Santini:
Robust Hedging of Electricity Retail Portfolios with CVaR Constraints. MCO 2008: 264-272

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