Optimal static hedging of price risk in the energy market : replicating portfolio in a robust setting

Pantoja Robayo, Javier2020-01-212019https://hdl.handle.net/10784/15389application/pdfengCobertura EstáticaPrecios en el mercado energéticoOptimal static hedging of price risk in the energy market : replicating portfolio in a robust settinginfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessEMPRESAS ELÉCTRICAS - TARIFASINDUSTRIA ENERGÉTICAEMPRESAS ELÉCTRICASDiscrete ReplicatingRisk MitigationRobust optimizationStatic HedgingAcceso abierto2020-01-21Gonzalez Marulanda, Lilian333.7932 G643reponame:Repositorio Institucional Universidad EAFITinstname:Universidad EAFITrepourl:https://repository.eafit.edu.cohttp://purl.org/coar/access_right/c_abf2