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The Market Price of Risk for Delivery Periods: Pricing Swaps and Optio

Publication: The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets. Published Feb 18, 2020.

Research & Papers
arxiv.orgPublished Feb 18, 2020
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Overview

Publication: The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets. Published Feb 18, 2020.

Publication information

Publication title
The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets
Authors
Annika Kemper, Maren D. Schmeck, Anna Kh. Balci
Published
Feb 18, 2020
Last publication revision
Jun 9, 2022
Subject areas
q-fin.PR, q-fin.MF
Publication source
arxiv.org · abs/2002.07561v3 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2002.07561 ↗

Discovery references

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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