Journal
177
Publications
371
Citations
Top concepts
FinanceFinancial EconomicsBusinessEconomicsStochastic ProcessesNumerical Methods In FinanceAsset PricingOption PricingArbitrage PricingDerivative Pricing
Publications per year
1994–2020
177
177
A Multi-Factor Model for Energy Derivatives
Les Clewlow, Chris Strickland · 1999 · 40 citations
Business, Finance, Risk Management +17
M6 - On Minimal Market Models and Minimal Martingale Measures
Hardy Hulley, Martin Schweizer · 2010 · 30 citations
A Survey of the Integral Representation of American Option Prices
Carl Chiarella, Adam Kučera, Andrew Ziogas · 2004 · 26 citations
Heterogeneous Agent Models in Finance
Roberto Dieci, Xue‐Zhong He · 2018 · 22 citations
1–5 of 177