Marcel Prokopczuk
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Measuring tail risk Journal of Econometrics | 2024-06-12 | Paper |
| A moment-based analytic approximation of the risk-neutral density of American options Applied Mathematical Finance | 2018-09-06 | Paper |
| Electricity derivatives pricing with forward-looking information Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
| The dynamics of commodity prices Quantitative Finance | 2014-02-20 | Paper |
| Commodity price dynamics and derivative valuation: a review International Journal of Theoretical and Applied Finance | 2013-11-15 | Paper |
| Optimal portfolio choice in the presence of domestic systemic risk: Empirical evidence from stock markets Decisions in Economics and Finance | 2011-12-13 | Paper |
Research outcomes over time
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