Tino Kluge
Tino Kluge
no
Verified email at st-hughs.oxon.org
Title
Cited by
Cited by
Year
Modelling spikes and pricing swing options in electricity markets
B Hambly, S Howison, T Kluge
Quantitative Finance 9 (8), 937-949, 2009
1252009
Pricing swing options and other electricity derivatives
T Kluge
PhD thesis, University of Oxford, 2006
902006
Pricing derivatives in stochastic volatility models using the finite difference method
T Kluge
Diploma thesis, Technical University, Chemnitz, 2002
67*2002
FX smile in the Heston model
A Janek, T Kluge, R Weron, U Wystup
Statistical tools for finance and insurance, 133-162, 2011
542011
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
V Henderson, D Hobson, S Howison, T Kluge
Review of Derivatives Research 8 (1), 5-25, 2005
53*2005
Is there an informationally passive benchmark for option pricing incorporating maturity?
V Henderson, D Hobson¶, T Kluge¶
Quantitative Finance 7 (1), 75-86, 2007
142007
The potential approach in practice
T Kluge, LCG Rogers
arXiv preprint arXiv:1204.5718, 2012
62012
Statistical Tools for Finance and Insurance
A Janek, T Kluge, R Weron, U Wystup
Springer, Berlin, chapter FX Smile in the Heston Model, 2011
62011
Information-Based Models for Finance and Insurance
B Hambly, S Howison, T Kluge
Quantitative Finance 9 (8), 937-949, 2009
52009
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
V Henderson, D Hobson, S Howison, T Kluge
Manuscript, Princeton University, 2004
32004
-Modelling Spikes and Pricing Swing Options in Electricity Markets
T Kluge
Commodities, 620-641, 2015
2015
Illustration of stochastic processes and the finite difference method in finance
T Kluge
2003
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Articles 1–12