Asian options pricing in Hawkes-type jump-diffusion models

von Brignone, Riccardo
Veröffentlicht in Annals of finance (2020)

Quadratic hedging for the Bates model

von Hubalek, Friedrich
Veröffentlicht in International journal of theoretical and applied finance (2007)

Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging

von Gonzato, Luca
Veröffentlicht in Energy economics (2021)

Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets

von Fileccia, Gaetano
Veröffentlicht in International journal of computational economics and econometrics (2015)

Acceptability indexes via g-expectations : an application to liquidity risk

von Rosazza Gianin, Emanuela
Veröffentlicht in Mathematics and financial economics (2013)

Mathematical finance : theory review and exercises; from binomial model to risk measures

von Rosazza Gianin, Emanuela
Veröffentlicht 2013

An exact analytical solution for discrete barrier options

von Fusai, Gianluca
Veröffentlicht in Finance and stochastics (2006)

A branching process approach to power markets

von Jiao, Ying
Veröffentlicht in Energy economics (2019)

Optimal investment in markets with over and under-reaction to information

von Callegaro, Giorgia
Veröffentlicht in Mathematics and financial economics (2017)