@article{725216,
      recid = {725216},
      author = {Aïd, René,},
      title = {Electricity derivatives [electronic resource] /},
      pages = {1 online resource.},
      abstract = {Offering a concise but complete survey of the common  features of the microstructure of electricity markets, this  book describes the state of the art in the different  proposed electricity price models for pricing derivatives  and in the numerical methods used to price and hedge the  most prominent derivatives in electricity markets, namely  power plants and swings. The mathematical content of the  book has intentionally been made light in order to  concentrate on the main subject matter, avoiding fastidious  computations. Wherever possible, the models are illustrated  by diagrams. The book should allow prospective researchers  in the field of electricity derivatives to focus on the  actual difficulties associated with the subject. It should  also offer a brief but exhaustive overview of the latest  techniques used by financial engineers in energy utilities  and energy trading desks.},
      url = {http://library.usi.edu/record/725216},
      doi = {https://doi.org/10.1007/978-3-319-08395-7},
}