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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Energy economics"
~subject:"Simulation"
~type:"article"
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Search: subject_exact:"Option pricing theory"
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Option pricing theory
102
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33
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33
Derivat
26
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Olsina, Fernando
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Caporin, Massimiliano
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Costa, Letícia de Almeida
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Garcés, Francisco
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Energy economics
The journal of computational finance
15
European journal of operational research : EJOR
12
Applied mathematical finance
11
International journal of theoretical and applied finance
11
Quantitative finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
6
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Risks : open access journal
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The European journal of finance
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International journal of financial engineering
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematics of operations research
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Journal of the Operational Research Society
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of derivatives : JOD
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The journal of futures markets
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The review of financial studies
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Advances in mathematical economics
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Advances in quantitative analysis of finance and accounting : a research annual
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Annals of operations research ; volume 264, numbers 1/2 (May 2018)
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Applied quantitative finance : theory and computational tools
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Asia Pacific financial markets
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Astin bulletin : the journal of the International Actuarial Association
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1
The price-bidding strategy for investors in a renewable auction : an option games-based study
Zhu, Lei
;
Li, Li
;
Su, Bin
- In:
Energy economics
100
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939679
Saved in:
2
Integrating Real Options Analysis with long-term electricity market models
Rios, Daniel
;
Blanco, Gerardo
;
Olsina, Fernando
- In:
Energy economics
80
(
2019
),
pp. 188-205
Persistent link: https://www.econbiz.de/10012172352
Saved in:
3
Real option valuation of power transmission investments by stochastic simulation
Pringles, Rolando
;
Olsina, Fernando
;
Garcés, Francisco
- In:
Energy economics
47
(
2015
),
pp. 215-226
Persistent link: https://www.econbiz.de/10011527490
Saved in:
4
Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects
Vianello, Juliano Melquiades
;
Costa, Letícia de Almeida
; …
- In:
Energy economics
45
(
2014
),
pp. 10-18
Persistent link: https://www.econbiz.de/10010504801
Saved in:
5
Comparison of extended mean-reversion and time series models for electricity spot price simulation considering negative prices
Keles, Dogan
;
Genoese, Massimo
;
Möst, Dominik
; …
- In:
Energy economics
34
(
2012
)
4
,
pp. 1012-1032
Persistent link: https://www.econbiz.de/10009687450
Saved in:
6
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
Saved in:
7
Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options
Sabino, Piergiacomo
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10003835862
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