1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.PR2024
Pricing of geometric Asian options in the Volterra-Heston model
Florian Aichinger, Sascha Desmettre
Geometric Asian options are a type of options where the payoff depends on the geometric mean of the underlying asset over a certain period of time. This paper is concerned with the…
q-fin.MF2023★ 1 cited
A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market
Christian Laudagé, Florian Aichinger, Sascha Desmettre
Due to major shifts in European energy supply, a structural change can be observed in Austrian electricity spot price data starting from the second quarter of the year 2021 onward.…