scholarly journals Market Models with Optimal Arbitrage

2015 ◽  
Vol 6 (1) ◽  
pp. 66-85 ◽  
Author(s):  
Huy N. Chau ◽  
Peter Tankov
Keyword(s):  
Market Models ◽  
Optimal Arbitrage

Lognormal approximations to Libor market models

2002 ◽  
Vol 6 (1) ◽  
pp. 69-100 ◽  
Author(s):  
O Kurbanmuradov ◽  
K Sabelfeld ◽  
J Schoenmakers
Keyword(s):  
Market Models

Valuation of structured retail electricity contracts with market models

2012 ◽  
Vol 5 (1) ◽  
pp. 29-51
Author(s):  
Kevin Metka ◽  
Reik Borger
Keyword(s):  
Market Models

Risk Aversion in Multilevel Electricity Market Models With Different Congestion Pricing Regimes

2020 ◽  
Author(s):  
Mirjam Ambrosius ◽  
Jonas Egerer ◽  
Veronika Grimm ◽  
Adriaan H. van der Weijde
Keyword(s):  
Risk Aversion ◽  
Electricity Market ◽  
Congestion Pricing ◽  
Market Models

A note on finite securities market models

1995 ◽  
Vol 13 (5) ◽  
pp. 543-554
Author(s):  
Norman L. Kleinberg
Keyword(s):  
Securities Market ◽  
Market Models

scholarly journals LIBOR and swap market models and measures

1997 ◽  
Vol 1 (4) ◽  
pp. 293-330 ◽  
Author(s):  
Farshid Jamshidian
Keyword(s):  
Market Models
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