Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Hedging Expected Losses on Derivatives in Electricity Futures Markets.
Electricity markets, HJB equation, Loss control, Numerical scheme, Partial hedging, Stochastic target
Hedging Expected Losses on Derivatives in Electricity Futures Markets.
Electricity markets, HJB equation, Loss control, Numerical scheme, Partial hedging, Stochastic target