Ausgabe 3/2021
Inhalt (7 Artikel)
Original Paper
Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model
Farshid Mehrdoust, Idin Noorani
Open Access
Asymptotics for volatility derivatives in multi-factor rough volatility models
Chloe Lacombe, Aitor Muguruza, Henry Stone
Multiple yield curve modelling with CBI processes
Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda
Open Access
Connectedness versus diversification: two sides of the same coin
Maria-Laura Torrente, Pierpaolo Uberti