Karl Larsson (Former)
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- 2018
-
Mark
Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
(
- Contribution to journal › Article
- 2016
-
Mark
Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
2016) In Working Paper(
- Working paper/Preprint › Working paper
- 2015
-
Mark
An Empirical Study of the Dynamics of Implied Volatility Indices: International Evidence
2015)(
- Working paper/Preprint › Working paper
- 2013
-
Mark
Pricing Electricity Swaptions under a Stochastic Volatility Term-Structure Model
(
- Contribution to journal › Article
- 2012
-
Mark
General approximation schemes for option prices in stochastic volatility models
(
- Contribution to journal › Article
-
Mark
Pricing Electricity Swaptions under a Stochastic Volatility Term-Structure Model
(
- Working paper/Preprint › Working paper
- 2011
-
Mark
Jumps and stochastic volatility in oil prices: time series evidence
(
- Contribution to journal › Article
-
Mark
Pricing commodity swaptions in multifactor models
(
- Contribution to journal › Article
- 2009
-
Mark
Analytical Approximation of Contingent Claims
(
- Thesis › Doctoral thesis (compilation)
- 2007
-
Mark
Analytical Approximations of Option Prices In Stochastic Volatility Models
2007)(
- Thesis › Licentiate thesis