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~person:"Fong, Lik"
~person:"Janczura, Joanna"
~subject:"Derivat"
~subject:"Option pricing theory"
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Fong, Lik
Janczura, Joanna
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Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
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Pricing electricity derivatives within a Markov regime-switching model : a risk premium approach
Janczura, Joanna
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010347963
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