dc.contributor.author | Valen, Eline Larsen | |
dc.date.accessioned | 2021-08-24T22:22:29Z | |
dc.date.available | 2021-08-24T22:22:29Z | |
dc.date.issued | 2021 | |
dc.identifier.citation | Valen, Eline Larsen. Risk Management in Power Markets - An Infinite Dimensional Approach. Master thesis, University of Oslo, 2021 | |
dc.identifier.uri | http://hdl.handle.net/10852/86962 | |
dc.description.abstract | | eng |
dc.language.iso | eng | |
dc.subject | hedging | |
dc.subject | energy markets | |
dc.subject | portfolio optimization | |
dc.subject | forward contracts | |
dc.subject | Hilbert-valued stochastic processes | |
dc.title | Risk Management in Power Markets - An Infinite Dimensional Approach | eng |
dc.type | Master thesis | |
dc.date.updated | 2021-08-25T22:21:15Z | |
dc.creator.author | Valen, Eline Larsen | |
dc.identifier.urn | URN:NBN:no-89599 | |
dc.type.document | Masteroppgave | |
dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/86962/1/Masteroppgave--Eline-L--Valen.pdf | |