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~person:"Janczura, Joanna"
~person:"Paraschiv, Florentina"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
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Janczura, Joanna
Paraschiv, Florentina
Benth, Fred Espen
4
Ignatieva, Ekaterina
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Journal of banking & finance
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Mathematical methods of operations research
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ECONIS (ZBW)
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1
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
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2
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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