Browsing byAuthorAlfeus, M
Showing results 1 to 4 of 4
Issue Date | Title | Author(s) |
2022 | Forecasting volatility in commodity markets with long-memory models | Alfeus, M; Nikitopoulos, CS |
2024 | Implied roughness in the term structure of oil market volatility | Alfeus, M; Nikitopoulos, CS; Overbeck, L |
2019-08-01 | ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM | Alfeus, M; Schlögl, E |
2019-05-01 | Regime switching rough Heston model | Alfeus, M; Overbeck, L; Schlögl, E |