Option pricing: A simplified approach

• Where to market flexibility? Integrating continuous intraday trading into multi-market participation of industrial multi-energy systems

  2025 Computers & Chemical Engineering article Engineering Integrated Energy Systems Optimization Open access

  9

  citations
• Economic flexibility design in strategic production planning using real options valuation

  2024 Procedia CIRP article Economics, Econometrics and Finance Capital Investment and Risk Analysis Open access

  1

  citations
• A sequential real options analysis for renewable power-to-hydrogen plants for Germany and California

  2023 Renewable and Sustainable Energy Reviews article Economics, Econometrics and Finance Capital Investment and Risk Analysis

  30

  citations
• A Sequential Real Options Analysis for Renewable Power-to-Hydrogen Plants in Germany and California

  2023 SSRN Electronic Journal preprint Economics, Econometrics and Finance Capital Investment and Risk Analysis Open access

  2

  citations
• Introduction

  2023 CMS/CAIMS books in mathematics book-chapter Decision Sciences Risk and Portfolio Optimization

  0

  citations
• Monetizing Flexibility in Day-Ahead and Continuous Intraday Electricity Markets

  2022 Computer-aided chemical engineering/Computer aided chemical engineering book-chapter Engineering Electric Power System Optimization

  2

  citations
• Pricing American options by exercise rate optimization

  2020 Quantitative Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

  23

  citations

7 results