| Electricity price modeling and asset valuation: a multi-fuel structural approach R Carmona, M Coulon, D Schwarz Mathematics and Financial Economics 7 (2), 167-202, 2013 | 104 | 2013 |
| The Valuation of Clean Spread Options: Linking Electricity, Emissions and Fuels R Carmona, M Coulon, D Schwarz Quantitative Finance 12 (12), 1951-1965, 2012 | 39* | 2012 |
| Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach S Howison, DC Schwarz SIAM Journal on Financial Mathematics 3 (1), 709-739, 2012 | 30 | 2012 |
| Market Completion with Derivative Securities DC Schwarz Finance and Stochastics 21 (1), 263-284, 2017 | 17 | 2017 |
| Price modelling and asset valuation in carbon emission and electricity markets DC Schwarz | 11 | 2012 |
| Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach S Howison, D Schwarz Siam Review 57 (1), 95-127, 2015 | 9 | 2015 |
| Radner equilibrium and systems of quadratic BSDEs with discontinuous generators L Escauriaza, DC Schwarz, H Xing arXiv preprint arXiv:2008.03500, 2020 | 4 | 2020 |
| Risk-neutral pricing of financial instruments in emission markets SAM HOWISON, D SCHWARZ arXiv preprint arXiv:1011.3736, 2010 | 1 | 2010 |
| Risk-Neutral Pricing of Financial Instruments in Emission Markets D Schwarz, S Howison Oxford: Mathematical Institute, University of Oxford, 2010 | 1 | 2010 |
| The Valuation of Clean Spread Options: Linking Electricity, Emissions and Fuels DC Schwarz, R Carmona, M Coulon Chapman and Hall/CRC, 2015 | | 2015 |
| A STRUCTURAL MODEL FOR ELECTRICITY PRICES R CARMONA, M COULON, D SCHWARZ | | |
Rene CarmonaPrinceton UniversityПотвърден имейл адрес: princeton.edu
