Sascha Wilkens

Are structured products ‘fairly’ priced? An analysis of the German market for equity-linked instruments

Pavel A. Stoimenov, Sascha Wilkens · Journal of Banking & Finance · 2005 · 172 citations

Market Microstructure, Financial Economics, Equity-linked Instruments +9

The Pricing of Structured Products in Germany

Sascha Wilkens, Carsten Erner, Klaus Röder · The Journal of Derivatives · 2003 · 119 citations

The pricing of leverage products: An empirical investigation of the German market for ‘long’ and ‘short’ stock index certificates

Sascha Wilkens, Pavel A. Stoimenov · Journal of Banking & Finance · 2006 · 79 citations

Market Microstructure, Empirical Finance, Financial Economics +10

Quantum computing for financial risk measurement

Sascha Wilkens, Joe Moorhouse · Quantum Information Processing · 2023 · 52 citations · Full text

Quantum Software, Quantum System Software, Financial Data +24

The pricing of electricity futures: Evidence from the European energy exchange

Sascha Wilkens, Jens Wimschulte · Journal of Futures Markets · 2007 · 47 citations

Engineering, Forecasting Performance, Power Market +17