Narrow search
Showing 1 - 3 of 3
Cover Image
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
Albanese, Claudio; Lo, Harry; Tompaidis, Stathis - In: European journal of operational research : EJOR 222 (2012) 2, pp. 361-369
Persistent link: https://www.econbiz.de/10009983779
Cover Image
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
Albanese, Claudio; Lo, Harry; Tompaidis, Stathis - In: European journal of operational research : EJOR 222 (2012) 2, pp. 361-368
Persistent link: https://www.econbiz.de/10009570404
Cover Image
Small transaction cost asymptotics and dynamic hedging
Albanese, Claudio; Tompaidis, Stathis - In: European journal of operational research : EJOR 185 (2008) 3, pp. 1404-1414
Persistent link: https://www.econbiz.de/10007895500