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~person:"Cerrato, Mario"
~person:"Hess, Markus"
~person:"Judd, Kenneth L."
~person:"Platen, Eckhard"
~subject:"Ornstein-Uhlenbeck process"
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Cerrato, Mario
Hess, Markus
Judd, Kenneth L.
Platen, Eckhard
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Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
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2
Modeling positive electricity prices with arithmetic jump-diffusions
Hess, Markus
- In:
Energy economics
67
(
2017
),
pp. 496-507
Persistent link: https://www.econbiz.de/10011898003
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