Narrow search
Showing 1 - 8 of 8
Cover Image
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika; Schmeck, Maren Diane; Kh.Balci, Anna - In: Energy economics 113 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Cover Image
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane - In: International journal of theoretical and applied finance 19 (2016) 8, pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
Cover Image
Electricity price modeling with stochastic time change
Borovkova, Svetlana; Schmeck, Maren Diane - In: Energy economics 63 (2017), pp. 51-65
Persistent link: https://www.econbiz.de/10011757844
Cover Image
A decomposition of general premium principles into risk and deviation
Nendel, Max; Riedel, Frank; Schmeck, Maren Diane - In: Insurance / Mathematics & economics 100 (2021), pp. 193-209
Persistent link: https://www.econbiz.de/10012622389
Cover Image
On the seasonality in the implied volatility of electricity options
Fanelli, Viviana; Schmeck, Maren Diane - In: Quantitative finance 19 (2019) 8, pp. 1321-1337
Persistent link: https://www.econbiz.de/10012194790
Cover Image
Optimal switch from a fossil-fueled to an electric vehicle
Falbo, Paolo; Ferrari, Giorgio; Rizzini, Giorgio; … - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 1147-1178
Persistent link: https://www.econbiz.de/10012795126
Cover Image
Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli, Marco; Schmeck, Maren Diane; Vargiolu, Tiziano - In: Energy economics 95 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012816581
Cover Image
Mortality options : the point of view of an insurer
Schmeck, Maren Diane; Schmidli, Hanspeter - In: Insurance / Mathematics & economics 96 (2021), pp. 98-115
Persistent link: https://www.econbiz.de/10012482759