Analytical approximation for the price dynamics of spark spread options
Year of publication: |
2006
|
---|---|
Other Persons: | Benth, Fred Espen (contributor) ; Saltyte-Benth, Jurate (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 10.2006, 3, p. 1-26
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
-
Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua, (2012)
-
First-order calculus and option pricing
Carr, Peter, (2014)
-
Optionen und Futures verstehen : Grundlagen und neuere Entwicklungen
Uszczapowski, Igor, (1995)
- More ...
-
Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives
Benth, Fred Espen, (2005)
-
Dynamic pricing of wind futures
Benth, Fred Espen, (2009)
-
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate, (2012)
- More ...