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A structural risk-neutral model of electricity prices
Ai͏̈d, René; Campi, Luciano; Huu, Adrien Nguyen; … - In: International journal of theoretical and applied finance 12 (2009) 7, pp. 925-947
Persistent link: https://www.econbiz.de/10003928763
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Commodity price dynamics and derivative valuation : a review
Back, Janis; Prokopczuk, Marcel - In: International journal of theoretical and applied finance 16 (2013) 6, pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
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Testing for random walk and structural breaks in hedge funds returns
Cerrato, Mario; Iannelli, Andrea - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 341-358
Persistent link: https://www.econbiz.de/10003344293
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CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar; Subbotin, Alexander - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
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Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen; Kutrolli, Gleda; Stefani, Silvana - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
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Monte Carlo simulation of volatility clustering in market model with herding
Stauffer, Dietrich (contributor) - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 83-94
Persistent link: https://www.econbiz.de/10001372092
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A simple model for option pricing with jumping stochastic volatility
Herzel, Stefano - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 487-505
Persistent link: https://www.econbiz.de/10001255558
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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
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Stochastic implied trees : arbitrage pricing with stochastic term and strike structure of volatility
Derman, Emanuel - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 61-110
Persistent link: https://www.econbiz.de/10001236674
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A risk-neutral stochastic volatility model
Zhu, Yingzi - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 289-310
Persistent link: https://www.econbiz.de/10001240151