Ausgabe 2/2022
Inhalt (6 Artikel)
Price formation and optimal trading in intraday electricity markets
Olivier Féron, Peter Tankov, Laura Tinsi
Open Access
Arbitrage-free Nelson–Siegel model for multiple yield curves
Riccardo Brignone, Christoph Gerhart, Eva Lütkebohmert
Open Access
Robust utility maximizing strategies under model uncertainty and their convergence
Jörn Sass, Dorothee Westphal