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Semianalytical pricing and hed...
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Theory
Optionspreistheorie
14,803
Option pricing theory
14,344
Hedging
10,219
Theorie
9,041
Energiemarkt
6,661
Energy market
5,155
Decomposition method
5,137
Dekompositionsverfahren
5,120
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5,015
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4,950
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4,151
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4,147
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3,605
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3,549
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3,287
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3,262
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3,114
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3,089
USA
2,435
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2,423
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2,400
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1,838
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1,808
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Electric power industry
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Deutschland
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CAPM
1,319
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1,227
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Germany
1,198
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Broll, Udo
153
Kit, Pong Wong
59
Wahl, Jack E.
57
Lien, Da-hsiang Donald
55
Zilcha, Itzhak
32
Hull, John
28
Härdle, Wolfgang
28
Madan, Dilip B.
27
Carr, Peter
25
Schweizer, Martin
24
Wystup, Uwe
24
Yun, Myeong-Su
22
Eckwert, Bernhard
20
Frey, Rüdiger
20
Jarrow, Robert A.
19
Schwartz, Eduardo S.
19
Benth, Fred Espen
18
Chiarella, Carl
18
Kohlmann, Michael
18
Prigent, Jean-Luc
18
Schlag, Christian
18
Adam-Müller, Axel F. A.
17
Föllmer, Hans
17
Jeanblanc, Monique
17
Scaillet, Olivier
17
Vorst, Ton
17
Kwok, Yue-Kuen
16
Platen, Eckhard
16
Schoenmakers, John
16
Branger, Nicole
15
Fabozzi, Frank J.
15
Glasserman, Paul
15
Joshi, Mark S.
15
Korn, Olaf
15
Korn, Ralf
15
Rosenberg, Joshua V.
15
Subrahmanyam, Marti G.
15
Wilmott, Paul
15
Acharya, Viral V.
14
Engle, Robert F.
14
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National Bureau of Economic Research
42
Centre for Analytical Finance <Århus>
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
OECD
10
Svenska Handelshögskolan <Helsinki>
8
Ekonomiska forskningsinstitutet <Stockholm>
7
Center for Economic Research <Tilburg>
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Institute of Finance and Accounting <London>
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Chambre de commerce et d'industrie de Paris
4
Johannes Gutenberg-Universität Mainz
4
Verlag Dr. Kovač
4
Centre of Financial Studies
3
Econometrisch Instituut <Rotterdam>
3
Federal Reserve Bank of Cleveland
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Forschungsinstitut zur Zukunft der Arbeit
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
École des Hautes Études Commerciales <Lausanne>
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Centre for Actuarial Studies
2
Centre for Economic Policy Research
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
De Gruyter Oldenbourg
2
Deutsche Forschungsgemeinschaft
2
Eric Cuvillier <Firma>
2
Hochschule für Bankwirtschaft
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
International Accounting Standards Board
2
International Association for Energy Economics
2
Nationalekonomiska Institutionen <Lund>
2
Shaker Verlag
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Springer Fachmedien Wiesbaden
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
212
The journal of futures markets
202
European journal of operational research : EJOR
175
Finance and stochastics
146
International journal of theoretical and applied finance
146
Energy economics
115
The journal of derivatives : the official publication of the International Association of Financial Engineers
104
Journal of banking & finance
92
Applied mathematical finance
81
Computers & operations research : and their applications to problems of world concern ; an international journal
80
Journal of economic dynamics & control
74
The journal of computational finance
73
The journal of finance : the journal of the American Finance Association
64
The review of financial studies
58
Review of derivatives research
57
Working paper / National Bureau of Economic Research, Inc.
57
Journal of financial economics
56
Economics letters
46
Journal of financial and quantitative analysis : JFQA
43
NBER working paper series
42
The journal of real estate finance and economics
42
International review of economics & finance : IREF
36
Advances in futures and options research : a research annual
35
The European journal of finance
35
Finance research letters
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
American journal of agricultural economics
33
NBER Working Paper
33
Applied economics letters
32
Discussion paper / B
32
Insurance / Mathematics & economics
32
Gabler Edition Wissenschaft
31
SpringerLink / Bücher
31
Working paper series / Centre for Practical Quantitative Finance
31
International journal of production research
30
SFB 649 discussion paper
30
Economic modelling
29
INFORMS journal on computing : JOC
29
Journal of international money and finance
29
Research paper series / Swiss Finance Institute
29
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ECONIS (ZBW)
8,846
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1
Four contributions to quantitative financial risk management
Detering, Nils
-
2014
Persistent link: https://www.econbiz.de/10010403476
Saved in:
2
Analytical pricing of discretely monitored Asian-style options : theory and application to commodity markets
Fusai, Gianluca
;
Marena, Marina
;
Roncoroni, Andrea
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2033-2045
Persistent link: https://www.econbiz.de/10003778579
Saved in:
3
When are swing options bang-bang?
Bardou, Olivier
;
Bouthemy, Sandrine
;
Pagès, Gilles
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 867-899
Persistent link: https://www.econbiz.de/10008905111
Saved in:
4
Financial derivative and energy market valuation : theory and implementation in Matlab
Mastro, Michael A.
-
2013
Persistent link: https://www.econbiz.de/10009732367
Saved in:
5
Master problem approximations in Dantzig-Wolfe decomposition of variational inequality problems with applications to two energy market models
Çelebi, Emre
;
Fuller, J. David
- In:
Computers & operations research : and their …
40
(
2013
)
11
,
pp. 2724-2739
Persistent link: https://www.econbiz.de/10009785346
Saved in:
6
Extensions for Benders cuts and new valid inequalities for solving the European day-ahead electricity market clearing problem efficiently
Ceyhan, Gökhan
;
Köksalan, Murat
;
Lokman, Banu
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 713-726
Persistent link: https://www.econbiz.de/10013207300
Saved in:
7
Heat and electricity market coordination : a scalable complementarity approach
Mitridati, Lesia
;
Kazempour, Jalal
;
Pinson, Pierre
- In:
European journal of operational research : EJOR
283
(
2020
)
3
,
pp. 1107-1123
Persistent link: https://www.econbiz.de/10012171770
Saved in:
8
A utility based approach to energy
hedging
Cotter, John
;
Hanly, Jim
-
2011
to commonly applied utility functions including log, exponential and quadratic, and we incorporate these in our
hedging
…
Persistent link: https://www.econbiz.de/10008908824
Saved in:
9
Time-varying risk aversion : an application to energy
hedging
Cotter, John
;
Hanly, Jim
- In:
Energy economics
32
(
2010
)
2
,
pp. 432-441
Persistent link: https://www.econbiz.de/10003954644
Saved in:
10
Valuation and optimal strategies for swing contract
Zhu, Zegang
-
2005
Persistent link: https://www.econbiz.de/10003946500
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