1

Optimal Portfolio Hedging with Nonlinear Derivatives and Transaction Costs

Year:
1999
Language:
english
File:
PDF, 188 KB
english, 1999
2

Pricing of Electricity Swing Options

Year:
2004
Language:
english
File:
PDF, 261 KB
english, 2004
3

A GAME MODEL OF IRREVERSIBLE INVESTMENT UNDER UNCERTAINTY

Year:
2002
Language:
english
File:
PDF, 217 KB
english, 2002
4

Risk Targeting and Policy Illusions—Evidence from the Announcement of the Volcker Rule

Year:
2016
Language:
english
File:
PDF, 551 KB
english, 2016
7

Real options and a large producer: the case of electricity markets

Year:
2003
Language:
english
File:
PDF, 127 KB
english, 2003
9

Risk Targeting and Policy Illusions - Evidence from the Volcker Rule

Year:
2014
Language:
english
File:
PDF, 1.04 MB
english, 2014
11

Optimality with telecommunications network

Year:
2002
Language:
english
File:
PDF, 97 KB
english, 2002
13

Hydropower with Financial Information*

Year:
2008
Language:
english
File:
PDF, 711 KB
english, 2008
19

Managing electricity market price risk

Year:
2003
Language:
english
File:
PDF, 204 KB
english, 2003
21

Option pricing for large agents

Year:
2002
Language:
english
File:
PDF, 365 KB
english, 2002
25

The demand for information: More heat than light

Year:
2008
Language:
english
File:
PDF, 397 KB
english, 2008
27

How to decarbonize the transport sector?

Year:
2013
Language:
english
File:
PDF, 635 KB
english, 2013
32

Optimality with hydropower system

Year:
2002
Language:
english
File:
PDF, 295 KB
english, 2002
34

Investment Decisions and Falling Cost of Data Analytics

Year:
2018
Language:
english
File:
PDF, 1.19 MB
english, 2018
37

Fickle Fingers: Ride-Hail Surge Factors and Taxi Bookings

Year:
2018
Language:
english
File:
PDF, 5.25 MB
english, 2018
39

Hiring, Firing and Employment Protection

Year:
2014
Language:
english
File:
PDF, 898 KB
english, 2014
43

A Major Choice: An Examination of Higher Education and Ability-Adjusted Income

Year:
2014
Language:
english
File:
PDF, 1.28 MB
english, 2014
45

Pricing of point-to-point bandwidth contracts

Year:
2005
Language:
english
File:
PDF, 405 KB
english, 2005
46

Optimal Bank Capital with Costly Recapitalization*

Year:
2006
Language:
english
File:
PDF, 522 KB
english, 2006
48

Pricing of electricity tariffs in competitive markets

Year:
1999
Language:
english
File:
PDF, 134 KB
english, 1999