Marcel Prokopczuk

Available identifiers

Publication	Date of Publication	Type
Measuring tail risk	2024-06-12	Paper
A moment-based analytic approximation of the risk-neutral density of American options	2018-09-06	Paper
Electricity derivatives pricing with forward-looking information	2018-08-13	Paper
The dynamics of commodity prices	2014-02-20	Paper
Commodity price dynamics and derivative valuation: a review	2013-11-15	Paper
Optimal portfolio choice in the presence of domestic systemic risk: Empirical evidence from stock markets	2011-12-13	Paper

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