10 citations · 13 across the 2 of their papers we have counts for
2 papers
q-fin.PR2013★ 3 cited
Swing options in commodity markets: A multidimensional Lévy diffusion model
Marcus Eriksson, Jukka Lempa, Trygve Kastberg Nilssen
We study valuation of swing options on commodity markets when the commodity prices are driven by multiple factors. The factors are modeled as diffusion processes driven by a multid…
physics.optics2008★ 10 cited
Conservation Laws in Generalized Riemann-Silberstein Electrodynamics
Jan E. S. Bergman, Siavoush M. Mohammadi, Lars K. S. Daldorff +4
Starting from positive and negative helicity Maxwell equations expressed in Riemann-Silberstein vectors, we derive the ten usual and ten additional Poincar{é} invariants, the latte…