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Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360
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On some classes of continuous time series models and their use in financial economics
Surulescu, Nicolae Mircea - 2010
Persistent link: https://www.econbiz.de/10008935502
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Estimating trends in weather series : consequences for pricing derivatives
Jewson, Stephen (contributor); Penzer, Jeremy (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 3, pp. 1-15
Persistent link: https://www.econbiz.de/10003559115
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A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate; Benth, Fred Espen - In: Energy economics 34 (2012) 2, pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
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Weather derivatives with applications to Canadian data
Sviščuk, Anatolij; Cui, Kaijie - In: Journal of mathematical finance 3 (2013) 1, pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
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Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen; Klüppelberg, Claudia; Müller, Gernot; … - In: Energy economics 44 (2014), pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
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Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2000
Persistent link: https://www.econbiz.de/10009581672
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Asymptotics for volatility derivatives in multi-factor rough volatility models
Lacombe, Chloe; Muguruza, Aitor; Stone, Henry - In: Mathematics and financial economics 15 (2021) 3, pp. 545-577
Persistent link: https://www.econbiz.de/10012586188
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Effectiveness of volatility models in option pricing : evidence from recent financial upheavals
Singh, Vipul Kumar - In: Journal of advances in management research : JAMR 10 (2013) 3, pp. 352-375
Persistent link: https://www.econbiz.de/10010206639
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Managing financial risk in Chinese stock markets : option pricing and modeling under a multivariate threshold autoregression
Li, Johnny Siu-Hang; Ng, Andrew C.Y.; Chan, Wai-Sum - In: International review of economics & finance : IREF 40 (2015), pp. 217-230
Persistent link: https://www.econbiz.de/10011573584