2 Treffer für Jahr = "2019"

• Capturing the power options smile by an additive two-factor model for overlapping futures prices Piccirilli, Marco ; Schmeck, Maren Diane ; Vargiolu, Tiziano Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, September 2019

• Optimal installation of solar panels with price impact a solvable singular stochastic control problem Koch, Torben ; Vargiolu, Tiziano Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, November 2019