27 citations to 10.1142/S0219024904002396 (Crossref Cited-By Service)
  1. Olivier Féron, Elias Daboussi, 74, Commodities, Energy and Environmental Finance, 2015, 183  crossref
  2. Thilo Meyer‐Brandis, Encyclopedia of Quantitative Finance, 2010  crossref
  3. MAREN DIANE SCHMECK, “PRICING OPTIONS ON FORWARDS IN ENERGY MARKETS: THE ROLE OF MEAN REVERSION'S SPEED”, Int. J. Theor. Appl. Finan., 19, no. 08, 2016, 1650053  crossref
  4. Emanuele Fabbiani, Andrea Marziali, Giuseppe De Nicolao, “Fast calibration of two‐factor models for energy option pricing”, Appl Stoch Models Bus & Ind, 37, no. 3, 2021, 661  crossref
  5. Emanuele Fabbiani, Andrea Marziali, Giuseppe De Nicolao, “vanilla-option-pricing: Pricing and market calibration for options on energy commodities”, Software Impacts, 6, 2020, 100043  crossref
  6. Guzmán Díaz, Blanca Moreno, José Coto, Javier Gómez-Aleixandre, “Valuation of wind power distributed generation by using Longstaff–Schwartz option pricing method”, Applied Energy, 145, 2015, 223  crossref
  7. Massimo Panella, Francesco Barcellona, Rita L. D'Ecclesia, “Forecasting Energy Commodity Prices Using Neural Networks”, Advances in Decision Sciences, 2012, 2012, 1  crossref
  8. Sebastian Jaimungal, Vladimir Surkov, “Lévy-Based Cross-Commodity Models and Derivative Valuation”, SIAM J. Finan. Math., 2, no. 1, 2011, 464  crossref
  9. Miguel Casanovas, 2010 7th International Conference on the European Energy Market, 2010, 1  crossref
  10. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart, “Modelling Electricity Futures by Ambit Fields”, Advances in Applied Probability, 46, no. 3, 2014, 719  crossref
Previous
1
2
3
Next