León, Angel; Peris, Josep E.; Silva, José; Subiza, Begoña A note on adjusting correlation matrices. (English) Zbl 1013.91096 Appl. Math. Finance 9, No. 1, 61-67 (2002). MSC: 91B82 91B30 PDFBibTeX XMLCite \textit{A. León} et al., Appl. Math. Finance 9, No. 1, 61--67 (2002; Zbl 1013.91096) Full Text: DOI
Vehviläinen, Iivo Basics of electricity derivative pricing in competitive markets. (English) Zbl 1013.91049 Appl. Math. Finance 9, No. 1, 45-60 (2002). MSC: 91B28 91B26 PDFBibTeX XMLCite \textit{I. Vehviläinen}, Appl. Math. Finance 9, No. 1, 45--60 (2002; Zbl 1013.91049) Full Text: DOI
Manoliu, Mihaela; Tompaidis, Stathis Energy futures prices: term structure models with Kalman filter estimation. (English) Zbl 1016.91033 Appl. Math. Finance 9, No. 1, 21-43 (2002). Reviewer: Prabhat Kumar Mahanti (Saint John, NB) MSC: 91B24 PDFBibTeX XMLCite \textit{M. Manoliu} and \textit{S. Tompaidis}, Appl. Math. Finance 9, No. 1, 21--43 (2002; Zbl 1016.91033) Full Text: DOI
Alaton, Peter; Djehiche, Boualem; Stillberger, David On modelling and pricing weather derivatives. (English) Zbl 1013.91036 Appl. Math. Finance 9, No. 1, 1-20 (2002). MSC: 91G20 PDFBibTeX XMLCite \textit{P. Alaton} et al., Appl. Math. Finance 9, No. 1, 1--20 (2002; Zbl 1013.91036) Full Text: DOI