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person:"Platen, Eckhard"
~person:"Hess, Markus"
~person:"Judd, Kenneth L."
~subject:"Volatility"
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Platen, Eckhard
Hess, Markus
Judd, Kenneth L.
Zhu, Jianwei
4
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Decisions in economics and finance : a journal of applied mathematics
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Vix modeling for a market insider
Hess, Markus
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014497258
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2
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
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3
Pricing electricity forwards under future information on the stochastic mean-reversion level
Hess, Markus
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
2
,
pp. 751-767
Persistent link: https://www.econbiz.de/10012427666
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