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Semianalytical pricing and hed...
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Showing
1
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10
of
36,303
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date (oldest first)
1
On calendar energy options
Li, Lide
;
Kleindorfer, Paul R.
- In:
Risk and decision analysis
4
(
2013
)
4
,
pp. 225-233
Persistent link: https://www.econbiz.de/10010475802
Saved in:
2
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
Saved in:
3
Pricing and
hedging
illiquid energy derivatives : an application to the JCC index
Scarpa, Elisa
(
contributor
);
Manera, Matteo
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003605624
Saved in:
4
Pricing and
hedging
Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
5
A model for
hedging
load and price risk in the Texas electricity market
Coulon, Michael
;
Powell, Warren B.
;
Sircar, Kaushik Ronnie
- In:
Energy economics
40
(
2013
),
pp. 976-988
Persistent link: https://www.econbiz.de/10010355997
Saved in:
6
Pricing and
hedging
of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
7
Four contributions to quantitative financial risk management
Detering, Nils
-
2014
Persistent link: https://www.econbiz.de/10010403476
Saved in:
8
On the use of the moment-matching technique for pricing and
hedging
multi-asset spread options
Pellegrino, Tommaso
;
Sabino, Piergiacomo
- In:
Energy economics
45
(
2014
),
pp. 172-185
Persistent link: https://www.econbiz.de/10010504771
Saved in:
9
On
hedging
spark spread options in electricity markets
Li, Lide
;
Kleindorfer, Paul R.
- In:
Risk and decision analysis
1
(
2009
)
4
,
pp. 211-220
Persistent link: https://www.econbiz.de/10009300926
Saved in:
10
Pricing and
Hedging
Quanto Options in Energy Markets
Benth, Fred Espen
-
2016
expressions for
hedging
. Furthermore, we illustrate the use of our model by an empirical pricing exercise using NYMEX traded …
Persistent link: https://www.econbiz.de/10013008001
Saved in:
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