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ECONIS (ZBW)
3,461
RePEc
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1
The relationship between day-ahead and future prices in electricity markets : an empirical analysis on Italy, France, Germany, and Switzerland
Bonaldo, Cinzia
;
Caporin, Massimiliano
;
Fontini, Fulvio
- In:
Energy economics
110
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013349919
Saved in:
2
Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
3
Fourier inversion formulas for multiple-asset option pricing
Feunou, Bruno
;
Tafolong, Ernest
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 531-559
Persistent link: https://www.econbiz.de/10011431019
Saved in:
4
Financial hedging the risk of hurricanes
Cui, Yuepeng
;
Ewing, Bradley T.
;
Liang, Daan
- In:
Journal of business valuation and economic loss analysis
11
(
2016
)
1
,
pp. 37-43
Persistent link: https://www.econbiz.de/10011431754
Saved in:
5
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Saved in:
6
A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann
;
Grunspan, Cyril
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
Saved in:
7
Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom
;
Leung, Tim
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
Saved in:
8
Optimal search for parameters in Monte Carlo simulation for derivative pricing
Wang, Chuan-Ju
;
Kao, Ming-Yang
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 683-690
Persistent link: https://www.econbiz.de/10011436827
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9
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
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10
Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
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