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Large platonic markets with delays
Limmer, Yannick; Meyer-Brandis, Thilo - In: International journal of theoretical and applied finance 24 (2021) 8, pp. 1-19
Persistent link: https://www.econbiz.de/10012887441
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Consistent factor models for temperature markets
Hell, Philipp; Meyer-Brandis, Thilo; Rheinländer, Thorsten - In: International journal of theoretical and applied finance 15 (2012) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10009624466
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Multi-factor jump-diffusion models of electricity prices
Meyer-Brandis, Thilo; Tankov, Peter - In: International journal of theoretical and applied finance 11 (2008) 5, pp. 503-528
Persistent link: https://www.econbiz.de/10003759939
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Electricity futures price modeling with Lévy term structure models
Biagini, Francesca; Bregman, Julia; Meyer-Brandis, Thilo - In: International journal of theoretical and applied finance 18 (2015) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10011403170
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Local risk-minimization with multiple assets under illiquidity with applications in energy markets
Christodoulou, Panagiotis; Detering, Nils; … - In: International journal of theoretical and applied finance 21 (2018) 4, pp. 1-44
Persistent link: https://www.econbiz.de/10011891849
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Financial contagion in a stochastic block model
Detering, Nils; Meyer-Brandis, Thilo; Panagiotou, … - In: International journal of theoretical and applied finance 23 (2020) 8, pp. 1-53
Persistent link: https://www.econbiz.de/10012496916
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Utility maximization in affine stochastic volatility models
Kallsen, Jan; Muhle-Karbe, Johannes - In: International journal of theoretical and applied finance 13 (2010) 3, pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
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A note on portfolio management under non-Gaussian logreturns
Benth, Fred Espen; Hvistendahl Karlsen, Kenneth; … - In: International journal of theoretical and applied finance 4 (2001) 5, pp. 711-731
Persistent link: https://www.econbiz.de/10001612203
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Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets
Benth, Fred Espen; Dahl, Lars O.; Hvistendahl Karlsen, … - In: International journal of theoretical and applied finance 6 (2003) 8, pp. 865-884
Persistent link: https://www.econbiz.de/10001862191
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The normal inverse gaussian distribution and spot price modelling in energy markets
Benth, Fred Espen; Šaltytė-Benth, Jūratė - In: International journal of theoretical and applied finance 7 (2004) 2, pp. 177-192
Persistent link: https://www.econbiz.de/10002021511