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~subject:"Optionspreistheorie"
~subject:"Portfolio selection"
~person:"Hess, Markus"
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Optionspreistheorie
Portfolio selection
Analysis
7
Mathematical analysis
7
Stochastic process
7
Stochastischer Prozess
7
Option pricing theory
6
information premium
4
Volatility
3
Volatilität
3
enlarged filtration
3
stochastic differential equation
3
Derivat
2
Derivative
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Electricity price
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Electricity spot/forward/futures price
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Forecasting model
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Hedging
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Ornstein-Uhlenbeck process
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Portfolio-Management
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Prognoseverfahren
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2
Weather
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Wetter
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option pricing
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realized volatility
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variance swap
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weather forecast
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Anticipative stochastic calculus
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Arithmetic jump-diffusion model
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Arithmetic multi-factor model
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Barndorff-Nielsen-Shephard (BNS) stochastic volatility model
1
Börsenkurs
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CAT futures
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Commodity derivative
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Control theory
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Hess, Markus
Chiarella, Carl
11
Yamada, Toshihiro
10
Takahashi, Akihiko
9
Kohlmann, Michael
6
Ziogas, Andrew
6
Caporale, Guglielmo Maria
5
Cerrato, Mario
5
Leitner, Johannes
5
Sennewald, Ken
5
Wälde, Klaus
5
Shen, Yang
4
Tsuchida, Yoshifumi
4
Zhang, Yumo
4
Zhu, Jianwei
4
Borak, Szymon
3
Delong, Łukasz
3
Detlefsen, Kai
3
Fanelli, Viviana
3
Frontczak, Robert
3
Kang, Boda
3
Kohatsu-Higa, Arturo
3
Meyer, Gunter H.
3
Musti, Silvana
3
Reisinger, Christoph
3
Sanfelici, Simona
3
Zeng, Yan
3
Zhou, Xun Yu
3
Amin, Ahsan
2
Becherer, Dirk
2
Bouziane, Markus
2
Ceci, Claudia
2
Cheang, Gerald H. L.
2
Chevalier, Etienne
2
Chiu, Mei Choi
2
Dang, Duy Minh
2
Dempster, Michael A. H.
2
Ehrhardt, Matthias
2
Fadugba, Sunday Emmanuel
2
Giribone, Pier Giuseppe
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International journal of theoretical and applied finance
3
Decisions in economics and finance : a journal of applied mathematics
1
Energy economics
1
International journal of theoretical and applied finance : IJTAF
1
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ECONIS (ZBW)
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1
Vix modeling for a market insider
Hess, Markus
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014497258
Saved in:
2
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
3
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://www.econbiz.de/10012427666
Saved in:
4
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
5
Modeling positive electricity prices with arithmetic jump-diffusions
Hess, Markus
- In:
Energy economics
67
(
2017
),
pp. 496-507
Persistent link: https://www.econbiz.de/10011898003
Saved in:
6
Modeling and pricing precipitation derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011568818
Saved in:
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