Rüdiger Kiesel

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Person:849583

Available identifiers

zbMath Open kiesel.rudigerWikidataQ2203636 ScholiaQ2203636MaRDI QIDQ849583

List of research outcomes

PublicationDate of PublicationType
VOLATILITY AND LIQUIDITY ON HIGH-FREQUENCY ELECTRICITY FUTURES MARKETS: EMPIRICAL ANALYSIS AND STOCHASTIC MODELING2020-08-05Paper
Structural Electricity Models and Asymptotically Normal Estimators to Quantify Parameter Risk2020-02-24Paper
Time-varying copula models for financial time series2019-09-23Paper
On the construction of hourly price forward curves for electricity prices2019-02-18Paper
Semi-parametric modelling in finance: theoretical foundations2019-01-14Paper
A semi-parametric approach to risk management2019-01-14Paper
Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model2016-04-22Paper
Valuation of Structured Financial Products by Adaptive Multiwavelet Methods in High Dimensions2015-06-18Paper
Modeling the Forward Surface of Mortality2013-01-25Paper
On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View2010-06-21Paper
A two-factor model for the electricity forward market2009-09-13Paper
Fair valuation of insurance contracts under Lévy process specifications2008-08-22Paper
Risk-neutral valuation of participating life insurance contracts2006-10-31Paper
Risk-neutral valuation. Pricing and hedging of financial derivatives.2004-10-12Paper
https://portal.mardi4nfdi.de/entity/Q48100842004-08-31Paper
Nonparametric statistical methods and the pricing of derivative securities2002-08-28Paper
https://portal.mardi4nfdi.de/entity/Q45434802002-08-13Paper
A large deviation principle for weighted sums of independent identically distributed random variables2001-08-30Paper
https://portal.mardi4nfdi.de/entity/Q45189332001-01-18Paper
https://portal.mardi4nfdi.de/entity/Q42262661999-01-24Paper
Strong laws and summability for \(\varphi\)-mixing sequences of random variables1998-11-01Paper
Risk-neutral valuation: Pricing and hedging of financial derivatives1998-08-31Paper
Strong laws and summability for sequences of \(\varphi\)-mixing random variables in Banach spaces1998-03-09Paper
The law of the iterated logarithm for certain power series and generalized Nörlund methods1998-02-10Paper
Erdös-Rényi-Shepp laws and weighted sums of independent identically distributed random variables1997-12-18Paper
On Scales of Summability Methods1996-08-19Paper
ABSOLUTE φ -SUMMABILITY FACTORS WITH A POWER FOR Aα -METHODS1996-08-14Paper
Tauberian- and Convexity Theorems for Certain (N,p,q)-Means1995-06-08Paper
Weighted means and summability by generalized Nörlund and other methods1995-03-12Paper
Absolute \(\varphi\)-convergence factors with a power1994-08-11Paper
General Nörlund transforms and power series methods1994-07-11Paper
Power series methods and almost sure convergence1993-09-20Paper
https://portal.mardi4nfdi.de/entity/Q40019961992-09-18Paper
Tauberian theorems for general power series methods1992-06-27Paper

Research outcomes over time


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