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Risk
Option trading
68
Optionsgeschäft
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Option pricing theory
62
Optionspreistheorie
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Volatility
30
Volatilität
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21
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Hesamzadeh, Mohammad Reza
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Applied mathematical finance
Energy economics
Finance research letters
5
Review of derivatives research
5
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of banking & finance
3
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3
Management science : journal of the Institute for Operations Research and the Management Sciences
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Working paper / National Bureau of Economic Research, Inc.
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AFA 2013 San Diego Meetings Paper
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Advances in investment analysis and portfolio management : a research annual
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Annual review of economics
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Applied economics letters
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Astin bulletin : the journal of the International Actuarial Association
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Der Preis des Risikos
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Die Bank
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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1
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
Saved in:
2
Pricing and hedging wind power prediction risk with binary option contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
Saved in:
3
Parametric model risk and power plant valuation
Bannör, Karl
;
Kiesel, Rüdiger
;
Nazarova, Anna
; …
- In:
Energy economics
59
(
2016
),
pp. 423-434
Persistent link: https://www.econbiz.de/10011699734
Saved in:
4
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
5
American options under uncertain volatility
Smith, Adam T.
- In:
Applied mathematical finance
9
(
2002
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001695122
Saved in:
6
Value of an option to purchase electric power - the case of uncertain consumption
Bhanot, Karan
- In:
Energy economics
24
(
2002
)
2
,
pp. 121-137
Persistent link: https://www.econbiz.de/10001670559
Saved in:
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