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~person:"Hess, Markus"
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Option pricing theory
5
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5
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3
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3
Arithmetic multi-factor model
2
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Anticipative stochastic calculus
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Hess, Markus
Klein, Ingo
12
Pesaran, M. Hashem
12
Lawn, Philip A.
10
Groth, Christian
9
Koch, Karl-Josef
9
Clarke, Matthew
8
Hayakawa, Kazuhiko
7
Steger, Thomas M.
7
Barro, Robert J.
6
Bruhn, Simon
6
Diewert, Walter E.
6
Feenstra, Robert C.
6
Grebel, Thomas
6
Nesta, Lionel
6
Silver, Mick
6
Duffie, Darrell
5
Dworczak, Piotr
5
Jaschke, Stefan R.
5
Meisel, Nicolas
5
Ould Aoudia, Jacques
5
Pick, Andreas
5
Zhu, Haoxiang
5
Abadie, Alberto
4
Asheim, Geir B.
4
Athey, Susan
4
Bannouh, Karim
4
Brynjolfsson, Erik
4
Buchholz, Wolfgang
4
Collis, Avinash
4
Eggers, Felix
4
Fischer, Matthias J.
4
Fox, Kevin J.
4
Hartwick, John M.
4
Höhnscheid, Karl-Josef
4
Imbens, Guido
4
Imbens, Guido W.
4
Jendruschewitz, Boris
4
Kaiser, Boris
4
Kohn, Karsten
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Decisions in economics and finance : a journal of applied mathematics
2
International journal of theoretical and applied finance
2
Energy economics
1
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ECONIS (ZBW)
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1
A new approach to wind power futures pricing
Hess, Markus
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
2
,
pp. 1235-1252
Persistent link: https://www.econbiz.de/10012795131
Saved in:
2
Pricing electricity forwards under future information on the stochastic mean-reversion level
Hess, Markus
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
2
,
pp. 751-767
Persistent link: https://www.econbiz.de/10012427666
Saved in:
3
An
arithmetic
pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
4
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
Saved in:
5
Modeling and pricing precipitation derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011568818
Saved in:
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