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Option pricing theory
57
Optionspreistheorie
57
Derivat
25
Derivative
25
Volatility
22
Volatilität
22
Stochastic process
19
Stochastischer Prozess
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Benth, Fred Espen
3
Schmeck, Maren Diane
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Vargiolu, Tiziano
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Cortazar, Gonzalo
2
Ignatieva, Ekaterina
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Kiesel, Rüdiger
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Piccirilli, Marco
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1
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Energy economics
International journal of theoretical and applied finance
486
The journal of futures markets
274
The journal of computational finance
257
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
Applied mathematical finance
251
Finance and stochastics
233
Quantitative finance
225
Journal of banking & finance
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
212
Review of derivatives research
180
Insurance / Mathematics & economics
159
European journal of operational research : EJOR
138
Finance research letters
135
Computational economics
133
Journal of economic dynamics & control
132
International journal of financial engineering
121
Journal of mathematical finance
112
Risks : open access journal
112
Research paper series / Swiss Finance Institute
90
The North American journal of economics and finance : a journal of financial economics studies
86
The European journal of finance
85
Journal of financial economics
84
Asia-Pacific financial markets
77
Journal of econometrics
73
International review of economics & finance : IREF
62
NBER working paper series
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
60
Journal of financial and quantitative analysis : JFQA
59
Annals of finance
58
SFB 649 discussion paper
58
Journal of risk and financial management : JRFM
57
The journal of finance : the journal of the American Finance Association
57
Review of quantitative finance and accounting
56
Journal of empirical finance
54
SpringerLink / Bücher
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Economic modelling
53
Management science : journal of the Institute for Operations Research and the Management Sciences
53
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52
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ECONIS (ZBW)
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1
Implementing a stochastic model for oil futures prices
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Energy economics
25
(
2003
)
3
,
pp. 215-238
Persistent link: https://www.econbiz.de/10001764802
Saved in:
2
Risk premia in electricity derivatives markets
Algieri, Bernardina
;
Leccadito, Arturo
;
Tunaru, Diana
- In:
Energy economics
100
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012990257
Saved in:
3
Three-factor commodity forward curve model and its joint P and Q dynamics
Ladokhin, Sergiy
;
Borovkova, Svetlana
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161542
Saved in:
4
Information acquisition as an American option
Jafarizadeh, Babak
- In:
Energy economics
34
(
2012
)
3
,
pp. 807-816
Persistent link: https://www.econbiz.de/10010219884
Saved in:
5
How much should we pay for interconnecting electricity markets? : a real options approach
Cartea, Álvaro
;
González-Pedraz, Carlos
- In:
Energy economics
34
(
2012
)
1
,
pp. 14-30
Persistent link: https://www.econbiz.de/10009616358
Saved in:
6
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
7
Minimal variance hedging of natural gas derivatives in exponential Lévy models : theory and empirical performance
Ewald, Christian-Olivier
;
Nawar, Roy
;
Siu, Tak Kuen
- In:
Energy economics
36
(
2013
),
pp. 97-107
Persistent link: https://www.econbiz.de/10009724764
Saved in:
8
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
Saved in:
9
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
10
Managing the financial risks of electricity producers using options
Pineda, Salva
;
Conejo, Antonio J.
- In:
Energy economics
34
(
2012
)
6
,
pp. 2216-2227
Persistent link: https://www.econbiz.de/10009688763
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