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Does modeling framework matter? : a comparative study of structural and reduced-form models
Gündüz, Yalın; Uhrig-Homburg, Marliese - In: Review of derivatives research 17 (2014) 1, pp. 39-78
Persistent link: https://www.econbiz.de/10010519295
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Modelling jumps in electricity prices : theory and empirical evidence
Seifert, Jan; Uhrig-Homburg, Marliese - In: Review of derivatives research 10 (2007) 1, pp. 59-85
Persistent link: https://www.econbiz.de/10003705850
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Modelling jumps in electricity prices: theory and empirical evidence
Seifert, Jan; Uhrig-Homburg, Marliese - In: Review of derivatives research 10 (2007) 1, pp. 59
Persistent link: https://www.econbiz.de/10007905384
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Empirical performance of reduced-form models for emission permit prices
Hitzemann, Steffen; Uhrig-Homburg, Marliese - In: Review of derivatives research 22 (2019) 3, pp. 389-418
Persistent link: https://www.econbiz.de/10012311828
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Hedging long-term forwards with short-term futures : a two-regime approach
Bühler, Wolfgang; Korn, Olaf; Schöbel, Rainer - In: Review of derivatives research 7 (2004) 3, pp. 185-212
Persistent link: https://www.econbiz.de/10002566667
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Risk-adjusted option-implied moments
Brinkmann, Felix; Korn, Olaf - In: Review of derivatives research 21 (2018) 2, pp. 149-173
Persistent link: https://www.econbiz.de/10012055736
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Hedging Long-Term Forwards with Short-Term Futures: A Two-Regime Approach
Bühler, Wolfgang; Korn, Olaf; Schöbel, Rainer - In: Review of derivatives research 7 (2004) 3, pp. 185-212
Persistent link: https://www.econbiz.de/10005925703