Browsing All of EconStor by Author Schlüter, Stephan
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2007 | Multivariate Copula Models at Work: Outperforming the desert island copula? | Fischer, Matthias J.; Köck, Christian; Schlüter, Stephan; Weigert, Florian |
2009 | A two-factor model for electricity prices with dynamic volatility | Schlüter, Stephan |
2009 | Constructing a quasilinear moving average using the scaling function | Schlüter, Stephan |
2009 | A tail quantile approximation formula for the student t and the symmetric generalized hyperbolic distribution | Schlüter, Stephan; Fischer, Matthias J. |
2010 | Using wavelets for time series forecasting: Does it pay off? | Schlüter, Stephan; Deuschle, Carola |
2010 | Pricing an European gas storage facility using a continuous-time spot price model with GARCH diffusion | Schlüter, Stephan; Davison, Matt |
2016 | Operating a swing option on today's gas markets: How least squares Monte Carlo works and why it is beneficial | Hanfeld, Marc; Schlüter, Stephan |