Andreas Wagner

Karlsruhe University of Applied Sciences

Karlsruhe

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

561

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Quanto Option Pricing in the Parsimonious Heston Model

Number of pages: 14 Posted: 24 Sep 2009 Last Revised: 02 Oct 2009
Georgi Dimitroff, Alexander Szimayer and Andreas Wagner
Independent, University of Hamburg - Faculty of Economics and Business Administration and Karlsruhe University of Applied Sciences
Downloads 352 (106,389)
Citation 3

Abstract:

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Quanto option, option pricing, Heston model, Parsimonious Heston Model

2.

Residual Demand Modeling and Application to Electricity Pricing

Number of pages: 30 Posted: 11 Mar 2012 Last Revised: 15 Oct 2012
Andreas Wagner
Karlsruhe University of Applied Sciences
Downloads 128 (273,848)
Citation 7

Abstract:

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residual demand modeling, renewable infeed, wind infeed, solar infeed, electricity demand, German power market, merit-order effect

3.

The Impact of Mortality Shocks on Modeling and Insurance Valuation as Exemplified by COVID-19

Number of pages: 27 Posted: 28 Apr 2021 Last Revised: 06 Aug 2021
Fraunhofer Gesellschaft - Fraunhofer Institute for Industrial Mathematics ITWM, Humboldt University of Berlin, University of Kaiserslautern - Department of Mathematics and Karlsruhe University of Applied Sciences
Downloads 81 (371,273)

Abstract:

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COVID-19, mortality modeling, mortality forecasting, mortality jumps, Lee-Carter model