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On the performance of delta hedging strategies in exponential Lvy models
DENKL, STEPHAN; GOY, MARTINA; KALLSEN, JAN; … - In: Quantitative finance 13 (2013) 8, pp. 1173-1184
Persistent link: https://www.econbiz.de/10010148514
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Modelling the joint behaviour of electricity prices in interconnected markets
Christensen, Troels Sønderby; Benth, Fred Espen - In: Quantitative finance 20 (2020) 9, pp. 1441-1456
Persistent link: https://www.econbiz.de/10012295613
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Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen; Christensen, Troels Sønderby; … - In: Quantitative finance 21 (2021) 1, pp. 165-183
Persistent link: https://www.econbiz.de/10012424641