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~person:"Janczura, Joanna"
~person:"Luo, Jiarong"
~person:"Mayer, Klaus"
~subject:"Option pricing theory"
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Option pricing theory
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Janczura, Joanna
Luo, Jiarong
Mayer, Klaus
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Annals of operations research ; volume 302, number 1 (July 2021)
1
Mathematical methods of operations research
1
The European journal of finance
1
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ECONIS (ZBW)
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Bidirectional options in random yield supply chains with demand and spot price uncertainty
Luo, Jiarong
;
Chen, Xu
;
Wang, Chong
;
Zhang, Gaoxun
-
2021
Persistent link: https://www.econbiz.de/10012605929
Saved in:
2
Modeling electricity spot prices : combining mean reversion, spikes, and stochastic volatility
Mayer, Klaus
;
Schmid, Thomas
;
Weber, Florian
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 292-315
Persistent link: https://www.econbiz.de/10010528197
Saved in:
3
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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