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
Subscribe to