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C

Claudio Albanese

university of texas system

17H指数
122论文数
1.0K被引数
收录论文 2
发表时间
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A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2012-10-01
err14
PREAI
errAlbanese, Claudio; Lo, Harry; Tompaidis, Stathis
err分享
err收藏
Small transaction cost asymptotics and dynamic hedging
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2008-03-01
err10
PREAI
errAlbanese, Claudio; Tompaidis, Stathis
err分享
err收藏

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合作学者
合作期刊
S
Stathis Tompaidis
H 指数: 16 · 论文数: 60
H
Harry Lo
H 指数: 3 · 论文数: 12
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