Pricing options on forwards in energy markets : the role of mean reversion's speed

von Schmeck, Maren Diane
Veröffentlicht in International journal of theoretical and applied finance (2016)

Electricity price modeling with stochastic time change

von Borovkova, Svetlana
Veröffentlicht in Energy economics (2017)

Mortality options : the point of view of an insurer

von Schmeck, Maren Diane
Veröffentlicht in Insurance / Mathematics & economics (2021)

Pricing futures and options in electricity markets

von Benth, Fred Espen
Veröffentlicht in The interrelationship between financial and energy markets (2014)

The market price of risk for delivery periods : pricing swaps and options in electricity markets

von Kemper, Annika
Veröffentlicht in Energy economics (2022)

A decomposition of general premium principles into risk and deviation

von Nendel, Max
Veröffentlicht in Insurance / Mathematics & economics (2021)

Capturing the power options smile by an additive two-factor model for overlapping futures prices

von Piccirilli, Marco
Veröffentlicht in Energy economics (2021)

Pricing of spread options on a bivariate jump market and stability to model risk

Veröffentlicht in Applied mathematical finance (2015)