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Power Generation Valuation and Hedging fall 2013
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Robust framework for valuation and hedging: theory and ...people.maths.ox.ac.uk/obloj/Obloj_2011_QMF_shorter.pdf · Theory of robust valuation and hedging Discrete time models Continuous
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Funding, Credit, Collateral and Hedging: Arbitrage Free ...bcc.impan.pl/6AMaMeF/uploads/presentations/Brigo.pdfFunding, Credit, Collateral and Hedging: Arbitrage Free Valuation under
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