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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
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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
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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
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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
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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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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
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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
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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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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