Author:
Seifert Jan,Uhrig-Homburg Marliese
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Finance
Reference22 articles.
1. Barone-Adesi, G., & Gigli, A. (2002). Electricity derivatives. Working Paper, FinRisk, National Centre of Competence in Research, Financial Valuation and Risk Management.
2. Burger M., Klar B., Müller A., Schindlmayr G. (2004). A spot market model for pricing derivatives in electricity markets. Quantitative Finance 4, 109–122
3. Boerger, R. H., Kiesel, R., & Schindlmayr, G. (2006). A two-factor model for the electricity forward market. Working Paper, University of Ulm.
4. Clewlow L., Strickland C. (2000). Energy derivatives: Pricing and risk management. London, Lacima Publications
5. Cartea Á., Figueroa M.G. (2005). Pricing in electricity markets: A mean reverting jump diffusion model with seasonality. Applied Mathematical Finance 12(4): 313–335
Cited by
72 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献