Concepedia

Tino Kluge

TK

Statistics

Publications

4

Citations

230

H-Index

4

Active since

2002

Affiliations

Princeton University(Current)

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

Top concepts

FinanceBusinessAsset PricingOption PricingEngineeringFinancial EconomicsVolatility ModelingStochastic VolatilityMultivariate Stochastic VolatilityEconomics

Publications per year

2002–2009

4

Publications

4

Modelling spikes and pricing swing options in electricity markets

Ben Hambly, Sam Howison, Tino Kluge · Quantitative Finance · 2009 · 125 citations

Engineering, Spot Process, Financial Mathematics +18

Pricing derivatives in stochastic volatility models using the finite difference method

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

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

Option Pricing, Multivariate Stochastic Volatility, Financial Economics +13

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

Option Pricing, Volatility Modeling, Multivariate Stochastic Volatility +12

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