Imaginaries and definable types in algebraically closed valued fields
Hrushovski, E
Valuation Theory in Interaction
volume 10
297-319
(01 Sep 2014)
doi:10.4171/149-1/15
On the Descriptive Power of Probability Logic
Hrushovski, E
Quantum, Probability, Logic
375-397
(08 Apr 2020)
doi:10.1007/978-3-030-34316-3_17
Grid diagrams as tools to investigate knot spaces and topoisomerase-mediated simplification of DNA topology
Barbensi, A
Celoria, D
Harrington, H
Stasiak, A
Buck, D
(12 Sep 2019)
doi:10.48550/arxiv.1909.05937
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process
Cartea, Á
(01 Jan 2005)
doi:10.2139/ssrn.934812
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts
Cartea, Á
(01 Jan 2006)
doi:10.2139/ssrn.934805
Pricing Forward Contracts in Power Markets By the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium
Benth, F
Cartea, Á
Kiesel, R
(01 Jan 2007)
doi:10.2139/ssrn.941117
Modelling Electricity Prices with Forward Looking Capacity Constraints
Cartea, Á
Figueroa, M
Geman, H
(01 Jan 2008)
doi:10.2139/ssrn.1087389
Volatility and Covariation of Financial Assets: A High-Frequency Analysis
Cartea, Á
Karyampas, D
(01 Jan 2009)
doi:10.2139/ssrn.1359055
How Much Should We Pay for Interconnecting Electricity Markets? A Real Options Approach
Cartea, Á
Pedraz, C
(01 Jan 2010)
doi:10.2139/ssrn.1639360
Derivatives Pricing with Marked Point Processes Using Tick-by-Tick Data
Cartea, Á
(01 Jan 2010)
doi:10.2139/ssrn.1574171