A pointwise differential inequality and second-order regularity for nonlinear elliptic systems

no code implementations • 18 Feb 2021 • Anna Kh. Balci, Andrea Cianchi, Lars Diening, Vladimir Maz'ya

A sharp pointwise differential inequality for vectorial second-order partial differential operators, with Uhlenbeck structure, is offered.

Analysis of PDEs 35J25, 35J60, 35B65

The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets

no code implementations • 18 Feb 2020 • Annika Kemper, Maren D. Schmeck, Anna Kh. Balci

Furthermore, we use a weighted geometric averaging of an artificial geometric futures price over the corresponding delivery period.