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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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Pricing of unemployment insurance products with doubly stochastic Markov chains
Biagini, Francesca; Widenmann, Jan - In: International journal of theoretical and applied finance 15 (2012) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10009624472
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Behavior of long-term yields in a Lévy term structure
Biagini, Francesca; Härtel, Maximilian - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10010364765
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Minimal variance for insider trading
Biagini, Francesca; Øksendal, Bernt K. - In: International journal of theoretical and applied finance 9 (2006) 8, pp. 1351-1376
Persistent link: https://www.econbiz.de/10003397196
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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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General analysis of long-term interest rates
Biagini, Francesca; Gnoatto, Alessandro; Härtel, Maximilian - In: International journal of theoretical and applied finance 23 (2020) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10012270881