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An optimal trading problem in intraday electricity markets

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https://hal.archives-ouvertes.fr/hal-01261400
Contributor : Serena Benassù <>
Submitted on : Monday, January 25, 2016 - 11:41:55 AM
Last modification on : Friday, March 27, 2020 - 3:49:57 AM

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  • HAL Id : hal-01261400, version 1

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R. Aïd, P. Gruet, H. Pham. An optimal trading problem in intraday electricity markets. Mathematics and Financial Economics, Springer Verlag, 2016, 10 (1), pp.49-85. ⟨hal-01261400⟩

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