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Boerger, Reik H.


 SSRN Author Rank: 12,238 by Downloads
 Risk Management
 

RWE AG


 Essen, DE
 Germany
 email address

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. Boerger, Reik H.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,839
Total
Citations
2
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Cross-Commodity Analysis and Applications to Risk Management | Show Abstract | Download |
Journal of Futures Markets, Vol. 29, No. 3, January 2009
Accepted Paper Series
Boerger, Reik H.
RWE AG
Cartea, Álvaro
University College London
Kiesel, Ruediger
University of Duisburg-Essen - Faculty of Economic Science
Schindlmayr, Gero
affiliation not provided to SSRN
Posted:
18 Apr 07
Last Revised:
16 Nov 09
1,652
(3,919)
2

2.  
Valuation of Structured Retail Electricity Contracts With Market Models | Show Abstract | Download |
Journal of Energy Markets, Forthcoming
Accepted Paper Series
Metka, Kevin
University of Ulm
Boerger, Reik H.
RWE AG
Posted:
04 Nov 09
Last Revised:
17 Aug 11
126
(113,480)
 

3.  
Boerger, Reik H.
RWE AG
Posted:
30 Oct 11
61
(182,228)
 

4.  
Calibration of the Libor Market Model Using Correlations Implied by CMS Spread Options | Show Abstract |
Applied Mathematical Finance, Vol. 17, No. 5, 2010
Accepted Paper Series
Heys, Jan van
affiliation not provided to SSRN
Boerger, Reik H.
RWE AG
Posted:
15 Nov 09
Last Revised:
17 Aug 11
 

5.  
A Two-Factor Model for the Electricity Forward Market | Show Abstract |
Quantitative Finance, Vol. 9, No. 3, 2009
Accepted Paper Series
Kiesel, Ruediger
University of Duisburg-Essen - Faculty of Economic Science
Schindlmayr, Gero
affiliation not provided to SSRN
Boerger, Reik H.
RWE AG
Posted:
02 May 07
Last Revised:
16 Nov 09
 


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