Marcel Prokopczuk
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Person:651333
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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