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Extending quadrature methods to value multi-asset and complex path dependent options

Andricopoulos, Ari D.; Widdicks, Martin; Newton, David P.; … - In: Journal of financial economics 83 (2007) 2, pp. 471-499

Persistent link: https://www.econbiz.de/10003425492

Perpetual options on multiple underlyings

Duck, Peter W.; Evatt, Geoffrey W.; Johnson, Paul V. - In: Applied mathematical finance 21 (2014) 1/2, pp. 174-200

Persistent link: https://www.econbiz.de/10010352003

Universal option valuation using quadrature methods

Andricopoulos, Ari D.; Widdicks, Martin; Duck, Peter W.; … - In: Journal of financial economics 67 (2003) 3, pp. 447-471

Persistent link: https://www.econbiz.de/10001739259

Corrigendum to "Universal option valuation using quadrature methods" - (Journal of Financial Economics 67 (2003) 447-471)

Andricopoulos, Ari D.; Widdicks, Martin; Duck, Peter W.; … - In: Journal of financial economics 73 (2004) 3, pp. 603-604

Persistent link: https://www.econbiz.de/10006503431

Universal option valuation using quadrature methods

Andricopoulos, Ari D.; Widdicks, Martin; Duck, Peter W.; … - In: Journal of financial economics 67 (2003) 3, pp. 447-472

Persistent link: https://www.econbiz.de/10006507472

Extending quadrature methods to value multi-asset and complex path dependent options

Andricopoulos, Ari D.; Widdicks, Martin; Newton, David P.; … - In: Journal of financial economics 83 (2007) 2, pp. 471-500

Persistent link: https://www.econbiz.de/10007596588

The optimal interaction between a hedge fund manager and investor

Ramirez, Hugo Eduardo; Johnson, Paul; Duck, Peter; … - In: Applied mathematical finance 25 (2018) 5/6, pp. 483-510

Persistent link: https://www.econbiz.de/10012129178

Flexible Short-Term Power Trading : Gathering Experience in EU Countries

Neuhoff, Karsten - 2015

EU power market design has been focused on facilitating trading between countries and for this has defined interfaces for market participants and TSOs between countries. The operation of power systems and markets within countries was not the focus of these developments. This may have contributed...

Persistent link: https://www.econbiz.de/10013018279