Papers by hieu nguyen huu
This Ph. D. dissertation deals with the pricing of derivatives on electricity price. It belongs t... more This Ph. D. dissertation deals with the pricing of derivatives on electricity price. It belongs to the field of Arbitrage Pricing Theory and financial mathematics. The first part is a theoretical extension of Arbitrage Pricing Theory: we assess the problem of pricing European contingent claims when the financial agent has the possibility to transform assets by means of production possibilities.
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Papers by hieu nguyen huu