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~person:"Alexander, Carol"
~person:"Christensen, Troels Sønderby"
~subject:"Derivat"
~type_genre:"Article in journal"
~type_genre:"Glossary included"
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Alexander, Carol
Christensen, Troels Sønderby
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1
Crypto quanto and inverse options
Alexander, Carol
;
Chen, Ding
;
Imeraj, Arben
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10014370619
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2
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
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3
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
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4
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
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5
A seasonal copula mixture for hedging the clean spark spread with wind power futures
Christensen, Troels Sønderby
;
Pircalabu, Anca
;
Høg, …
- In:
Energy economics
78
(
2019
),
pp. 64-80
Persistent link: https://www.econbiz.de/10012159883
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6
On the spatial hedging effectiveness of German wind power futures for wind power generators
Christensen, Troels Sønderby
;
Pircalabu, Anca
- In:
The journal of energy markets
11
(
2018
)
3
,
pp. 71-96
Persistent link: https://www.econbiz.de/10012001939
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7
The (de)merits of minimum-variance hedging : application to the crack spread
Alexander, Carol
;
Prokopczuk, Marcel
;
Sumawong, Anannit
- In:
Energy economics
36
(
2013
),
pp. 698-707
Persistent link: https://www.econbiz.de/10009724605
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