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Search: subject:"arithmetic multi-factor model"
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Option pricing theory
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Optionspreistheorie
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Arithmetic multi-factor model
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Initially enlarged filtration
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Wind energy
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Hess, Markus
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Decisions in economics and finance : a journal of applied mathematics
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International journal of theoretical and applied finance
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A new approach to wind power futures pricing
Hess, Markus
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
2
,
pp. 1235-1252
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012795131
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2
Pricing electricity forwards under future information on the stochastic mean-reversion level
Hess, Markus
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
2
,
pp. 751-767
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012427666
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3
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012183228
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