Concepedia

Tino Kluge

TK

Statistics

Publications

5

Citations

246

H-Index

5

Active since

2002

Affiliations

Princeton University(Current)

University of Bath

Tino Kluge is an author at Princeton University specializing in option pricing models, financial economics, and business.

Publications per year

2002–2009

5

Publications

5

Modelling spikes and pricing swing options in electricity markets

Ben Hambly, Sam Howison, Tino Kluge · Quantitative Finance · 2009 · 127 citations

, , +17

Pricing derivatives in stochastic volatility models using the finite difference method

Tino Kluge · Qucosa - Monarch (Chemnitz University of Technology) · 2002 · 52 citations · Full text

, , +17

A Comparison of Option Prices Under Different Pricing Measures in a Stochastic Volatility Model with Correlation

Vicky Henderson, David Hobson, Sam Howison et al. · Review of Derivatives Research · 2005 · 35 citations

, , +16

A Comparison of q-optimal Option Prices in a Stochastic Volatility Model with Correlation

Vicky Henderson, David Hobson, Sam Howison et al. · RePEc: Research Papers in Economics · 2003 · 18 citations

, , +17

Is there an informationally passive benchmark for option pricing incorporating maturity?

Vicky Henderson, David Hobson¶, Tino Kluge · Quantitative Finance · 2007 · 14 citations

, , +11

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