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DateTitle Authors
2006 Pricing and Hedging Illiquid Energy Derivatives:an Application to the JCC IndexManera, Matteo / Scarpa, Elisa
2007 Forecasting Weekly Electricity Prices at Nord PoolTorró, Hipòlit
2002 Solving the Esscher puzzle: the NEF-GHS option pricing modelFischer, Matthias J.
2009 Price discovery in spot and futures markets: A reconsiderationTheissen, Erik
2008 Pro-rata matching and one-tick futures marketsField, Jonathan / Large, Jeremy
2006 Strategic trading and manipulation with spot market powerMuermann, Alexander / Shore, Stephen H.
2009 Accuracy of premium calculation models for CAT bonds: An empirical analysisGaleotti, Marcello / Gürtler, Marc / Winkelvos, Christine
2009 Strategic pricing of financial optionsBieta, Volker / Broll, Udo / Milde, Hellmuth / Siebel, Wilfried
2012 Das Geschäft mit Derivaten und strukturierten Produkten: Welche Rolle spielt die Bank?Schmidt, Wolfgang M.
2008 Was kostet eine Garantie? Ein statistischer Vergleich der Rendite von langfristigen AnlagenBecker, Christoph / Wystup, Uwe

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