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Search: subject:"Information premium"
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Option pricing theory
6
Optionspreistheorie
6
Stochastic process
6
Stochastischer Prozess
6
information premium
6
Analysis
4
Information premium
4
Mathematical analysis
4
Portfolio selection
4
Portfolio-Management
4
enlarged filtration
4
Risk premium
3
Volatility
3
Volatilität
3
stochastic differential equation
3
Börsenkurs
2
Control theory
2
Derivat
2
Derivative
2
Electric power industry
2
Electricity markets
2
Elektrizitätswirtschaft
2
Enlargement of filtrations
2
Experiment
2
Forecasting model
2
Hedging
2
Hilbert space representation
2
Kontrolltheorie
2
Lévy process
2
Mathematical programming
2
Mathematische Optimierung
2
Prognoseverfahren
2
Risikoprämie
2
Share price
2
Theorie
2
Theory
2
Weather
2
Wetter
2
option pricing
2
realized volatility
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Hess, Markus
6
Barone-Adesi, Giovanni
2
Benth, Fred Espen
2
Biegler-König, Richard
2
Kiesel, Rüdiger
2
Sala, Carlo
2
Goel, Anshi
1
Tripathi, Vanita
1
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International journal of theoretical and applied finance
3
Applied mathematical finance
1
Decisions in economics and finance : a journal of applied mathematics
1
Energy Economics
1
Energy economics
1
International journal of financial services management : IJFSM
1
International journal of theoretical and applied finance : IJTAF
1
Journal of mathematical finance
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ECONIS (ZBW)
10
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1
VIX modeling for a market insider
Hess, Markus
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014497258
Saved in:
2
Disentangling liquidity and information asymmetry effect
Goel, Anshi
;
Tripathi, Vanita
- In:
International journal of financial services management …
11
(
2021
)
2
,
pp. 163-182
Persistent link: https://www.econbiz.de/10012940019
Saved in:
3
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
4
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
5
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:
6
Conditioning the information in portfolio optimization
Sala, Carlo
;
Barone-Adesi, Giovanni
-
2015
utility of terminal wealth, we prove the existence of an
information
premium
between what is required by the theory, a …
Persistent link: https://www.econbiz.de/10011506342
Saved in:
7
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
Saved in:
8
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:
9
Conditioning the information in portfolio optimization
Sala, Carlo
;
Barone-Adesi, Giovanni
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 598-625
Persistent link: https://www.econbiz.de/10011656970
Saved in:
10
An empirical study of the
information
premium
on electricity markets
Benth, Fred Espen
;
Biegler-König, Richard
;
Kiesel, Rüdiger
- In:
Energy economics
36
(
2013
),
pp. 55-77
Persistent link: https://www.econbiz.de/10009724766
Saved in:
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