Found: 19
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Green Ammonia Production in Stochastic Power Markets.
- Published in:
- Commodities (2813-2432), 2024, v. 3, n. 1, p. 98, doi. 10.3390/commodities3010007
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- Publication type:
- Article
Probing Option Prices for Information.
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- Methodology & Computing in Applied Probability, 2007, v. 9, n. 1, p. 115, doi. 10.1007/s11009-006-9005-3
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- Article
Valuation of default-sensitive claims under imperfect information (Publisher’s Erratum).
- Published in:
- 2010
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- Publication type:
- Correction Notice
Valuation of default-sensitive claims under imperfect information.
- Published in:
- Finance & Stochastics, 2008, v. 12, n. 2, p. 195, doi. 10.1007/s00780-007-0060-6
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- Publication type:
- Article
Pricing options on realized variance.
- Published in:
- Finance & Stochastics, 2005, v. 9, n. 4, p. 453, doi. 10.1007/s00780-005-0155-x
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- Publication type:
- Article
Stochastic volatility, jumps and hidden time changes<AUG><AU>Hélyette<SNM>Geman<ORF RID="A1"><AU><FNMS>Dilip B.<SNM>Madan<ORF RID="A2"><AU><FNMS>Marc<SNM>Yor<ORF RID="A3"><AFF TYPE="ORG"><OID ID="A1"><OAD>University of Paris Dauphine and ESSEC...
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 1, p. 63, doi. 10.1007/s780-002-8401-3
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- Article
Correlation and the pricing of risks.
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- Annals of Finance, 2007, v. 3, n. 4, p. 411, doi. 10.1007/s10436-006-0063-x
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- Publication type:
- Article
Soybean Inventory and Forward Curve Dynamics.
- Published in:
- Management Science, 2005, v. 51, n. 7, p. 1076, doi. 10.1287/mnsc.1050.0361
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- Publication type:
- Article
On Rarity Premium and Ownership Yield in Art.
- Published in:
- Journal of Alternative Investments, 2015, v. 18, n. 1, p. 8, doi. 10.3905/jai.2015.18.1.008
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- Publication type:
- Article
Shipping Markets and Freight Rates: An Analysis of the Baltic Dry Index.
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- Journal of Alternative Investments, 2012, v. 15, n. 1, p. 98, doi. 10.3905/jai.2012.15.1.098
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- Publication type:
- Article
Water as the Next Commodity.
- Published in:
- Journal of Alternative Investments, 2007, v. 10, n. 2, p. 23, doi. 10.3905/jai.2007.695264
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- Publication type:
- Article
SELF-DECOMPOSABILITY AND OPTION PRICING.
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- Mathematical Finance, 2007, v. 17, n. 1, p. 31, doi. 10.1111/j.1467-9965.2007.00293.x
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- Publication type:
- Article
STOCHASTIC VOLATILITY FOR LÉVY PROCESSES.
- Published in:
- Mathematical Finance, 2003, v. 13, n. 3, p. 345, doi. 10.1111/1467-9965.00020
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- Publication type:
- Article
TIME CHANGES FOR LÉVY PROCESSES.
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- Mathematical Finance, 2001, v. 11, n. 1, p. 79, doi. 10.1111/1467-9965.00108
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- Publication type:
- Article
PRICING AND HEDGING DOUBLE-BARRIER OPTIONS: A PROBABILISTIC APPROACH.
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- Mathematical Finance, 1996, v. 6, n. 4, p. 365, doi. 10.1111/j.1467-9965.1996.tb00122.x
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- Publication type:
- Article
BESSEL-PROCESSES, ASIAN OPTIONS, AND PERPETUITIES.
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- Mathematical Finance, 1993, v. 3, n. 4, p. 349, doi. 10.1111/j.1467-9965.1993.tb00092.x
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- Article
Learning about Risk: Some Lessons from Insurance.
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- European Finance Review, 1998, v. 2, n. 2, p. 113
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- Publication type:
- Article
Tail Risk Constraints and Maximum Entropy.
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- Entropy, 2015, v. 17, n. 6, p. 3724, doi. 10.3390/e17063724
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- Publication type:
- Article
Distortion risk measures for hedge funds.
- Published in:
- Journal of Risk Management in Financial Institutions, 2011, v. 4, n. 3, p. 286, doi. 10.69554/aphk8622
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- Publication type:
- Article