1.Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process

作　　者：Álvaro Cartea

出　　处：Birkbeck Working Papers in Economics and Finance / School of Economics, Mathematics and Statistics, Birkbeck College. 2005 ;2005.

出版社：London University

文章 ID：47151524

文章详细全文下载

2.Pricing in Electricity Markets: a mean reverting jump diffusion model with seasonality

作　　者：Álvaro Cartea ;Marcelo G Figueroa

出　　处：Birkbeck Working Papers in Economics and Finance / School of Economics, Mathematics and Statistics, Birkbeck College. 2005 ;2005.

出版社：London University

文章 ID：47151525

文章详细全文下载

3.Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity

作　　者：Álvaro Cartea ;Pablo Villaplana Conde

出　　处：Birkbeck Working Papers in Economics and Finance / School of Economics, Mathematics and Statistics, Birkbeck College. 2007 ;2007.

出版社：London University

文章 ID：46885587

文章详细全文下载

4.A Multivariate Commodity Analysis and Applications to Risk Management

作　　者：Reik H. Börger ;Álvaro Cartea ;Rüdiger Kiesel 等

出　　处：Birkbeck Working Papers in Economics and Finance / School of Economics, Mathematics and Statistics, Birkbeck College. 2007 ;2007.

出版社：London University

文章 ID：46885650

文章详细全文下载

5.UK Gas Markets: The Market Price of Risk and Applications to Multiple Interruptible Supply Contracts

作　　者：Álvaro Cartea ;Thomas Williams

出　　处：Birkbeck Working Papers in Economics and Finance / School of Economics, Mathematics and Statistics, Birkbeck College. 2006 ;2006.

出版社：London University

文章 ID：46885711

文章详细全文下载

6.Fractional Diffusion Models of Option Prices in Markets with Jumps

作　　者：Álvaro Cartea ;Diego del-Castillo-Negrete

出　　处：Birkbeck Working Papers in Economics and Finance / School of Economics, Mathematics and Statistics, Birkbeck College. 2006 ;2006.

出版社：London University

文章 ID：46885722

文章详细全文下载

7.Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance

作　　者：Álvaro Cartea ;Sam Howison

出　　处：Birkbeck Working Papers in Economics and Finance / School of Economics, Mathematics and Statistics, Birkbeck College. 2006 ;2006.

出版社：London University

文章 ID：46885726

文章详细全文下载

8.Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: explaining the sign of the market risk premium

作　　者：Fred Espen Benth ;Álvaro Cartea ;Rüdiger Kiesel

出　　处：Birkbeck Working Papers in Economics and Finance / School of Economics, Mathematics and Statistics, Birkbeck College. 2006 ;2006.

出版社：London University

文章 ID：46885730

文章详细全文下载

9.Volatility and Covariation of Financial Assets: A High-Frequency Analysis

作　　者：Álvaro Cartea ;Dimitrios Karyampas

出　　处：Birkbeck Working Papers in Economics and Finance / School of Economics, Mathematics and Statistics, Birkbeck College. 2009 ;2009.

出版社：London University

文章 ID：47280162

文章详细全文下载

10.The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets

作　　者：Álvaro Cartea ;Dimitrios Karyampas

出　　处：Birkbeck Working Papers in Economics and Finance / School of Economics, Mathematics and Statistics, Birkbeck College. 2009 ;2009.

出版社：London University

文章 ID：47280164

文章详细全文下载

	Gero Schindlmayr	1篇
	Marcelo G Figueroa	1篇
	Pablo Villaplana Conde	1篇
	Reik H. Börger	1篇
	Sam Howison	1篇
	Thomas Williams	1篇

全文

出版年度

作者

来源期刊

学科主题

语种

国别/地区

检索条件:"( ( 高级检索(( ((AU:(("Álvaro Cartea")))) )) ) )"

	Álvaro Cartea	10篇
	Dimitrios Karyampas	2篇
	Rüdiger Kiesel	2篇
	Diego del-Castillo-Negrete	1篇
	Fred Espen Benth	1篇