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Gas Storage Valuation Under Mu...
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Gas storage valuation under multifactor Lévy processes
Cummins, Mark
;
Kiely, Greg
;
Murphy, Bernard
- In:
Journal of banking & finance
95
(
2018
),
pp. 167-184
Persistent link: https://www.econbiz.de/10011966740
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2
Gas storage valuation under Lévy processes using the fast Fourier transform
Cummins, Mark
;
Kiely, Greg
;
Murphy, Bernard
- In:
The journal of energy markets
10
(
2017
)
4
,
pp. 43-86
Persistent link: https://www.econbiz.de/10011999471
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3
An analysis of implied volatility jump dynamics : novel functional data representation in crude oil markets
Kearney, Fearghal
;
Murphy, Finbarr
;
Cummins, Mark
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 199-216
Persistent link: https://www.econbiz.de/10011535207
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4
A real options based decision support tool for R&D investment : application to CO2 recycling technology
Deeney, Peter
;
Cummins, Mark
;
Heintz, Katharina
;
Pryce, …
- In:
European journal of operational research : EJOR
289
(
2021
)
2
,
pp. 696-711
Persistent link: https://www.econbiz.de/10012416838
Saved in:
5
Topics in numerical methods for finance
Cummins, Mark
(
contributor
)
-
2012
Persistent link: https://www.econbiz.de/10013471018
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6
Appraising model complexity in option pricing
Cummins, Mark
;
Esposito, Francesco
-
2025
Persistent link: https://www.econbiz.de/10015376680
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