Max Fehr

According to our database1, Max Fehr authored at least 6 papers between 2006 and 2014.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2014
Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing.
Oper. Res., 2014

2010
Market Design for Emission Trading Schemes.
SIAM Rev., 2010

Storage Costs in Commodity Option Pricing.
SIAM J. Financial Math., 2010

2009
Optimal Stochastic Control and Carbon Price Formation.
SIAM J. Control. Optim., 2009

Risk management in power markets: The Hedging value of production flexibility.
Eur. J. Oper. Res., 2009

2006
On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions.
Proceedings of the Operations Research, 2006


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