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Papers matching “derivative pricing” 55

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Analysis of Nodal Price Interactions in real-scale Integrated Electricity-Gas-Heating Systems
2022 2022 18th International Conference on the European Energy Market (EEM) conference-paper Engineering Integrated Energy Systems Optimization

Lukas Löhr, Christian Fester, Lukas Hein, Albert Moser

0

citations
WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY
2022 International Journal of Theoretical and Applied Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

Christian Bayer, Eric Joseph Hall, Raul F. Tempone

12

citations
Quantifying hydrogen’s role in multi-sector decarbonization using price-elastic demand curves
2026 Advances in Applied Energy article Energy Energy, Environment, and Transportation Policies Open access

Drin Marmullaku, G. Müller, Tim Lux, Theresa Klütz, Thomas Schöb, Jann Michael Weinand, +2 more

7

citations
MODELLING THE DEMAND BEHAVIOUR OF ACTIVE CUSTOMERS AND THE IMPACT OF PRICE INCENTIVE-BASED CONTROL STRATEGIES
2021 IET conference proceedings. conference-paper Engineering Smart Grid Energy Management

Alexander Vanselow, Simon Krahl, Albert Moser

0

citations
Finance
2025 Cambridge University Press eBooks book-chapter Computer Science Quantum Computing Algorithms and Architecture Open access

0

citations
Benchmark instances and experimental results for the Colored Knapsack Problem (ColKP)
2026 Zenodo (CERN European Organization for Nuclear Research) dataset Open access

Fabio Ciccarelli, Alexander Helber, Erik Mühmer

0

citations
Benchmark instances and experimental results for the Colored Knapsack Problem (ColKP)
2026 arXiv (Cornell University) preprint Engineering Optimization and Packing Problems Open access

Fabio Ciccarelli, Alexander Helber, Erik Mühmer

0

citations
Lagrangian Relaxation of Large-scale Congestion Management using Extended Subgradient Methods
2022 2022 18th International Conference on the European Energy Market (EEM) conference-paper Engineering Electric Power System Optimization

Carlo Schmitt, Jonas Mehlem, Albert Moser

2

citations
Case study of a site-specific design and operation optimization of a wind farm co-located PEM electrolyzer and BESS including degradation
2026 Wind energy science article Energy Hybrid Renewable Energy Systems Open access

Dustin Bruno Frings, Georg Jacobs, Thorsten Reichartz, Thora Potthoff, Lucas Blickwedel, Martin Knops

0

citations
Reply on RC2
2026 peer-review Open access

Dustin Bruno Frings

0

citations
Reply on RC1
2026 peer-review Open access

Dustin Bruno Frings

0

citations
Comment on wes-2026-63
2026 peer-review Open access

Dustin Bruno Frings, Georg Jacobs, Thorsten Reichartz, Thora Potthoff, Lucas Blickwedel, Martin Knops

0

citations
Comment on wes-2026-63
2026 peer-review Open access

Dustin Bruno Frings, Georg Jacobs, Thorsten Reichartz, Thora Potthoff, Lucas Blickwedel, Martin Knops

0

citations
Reply on RC3
2026 peer-review Open access

Dustin Bruno Frings

0

citations
Dantzig-Wolfe Decomposition for Integer Linear Programming
2026 Springer eBooks book-chapter Mathematics Advanced Optimization Algorithms Research Open access

Jacques Desrosiers, Marco E. Lübbecke, Guy Desaulniers, Jean Bertrand Gauthier

0

citations
Data Trading and Monetization: Challenges and Open Research Directions
2023 International Conference on Future Networks and Distributed Systems (ICFNDS) conference-paper Business, Management and Accounting Digital Platforms and Economics Open access

Qusai Ramadan, Zeyd Boukhers, Muath AlShaikh, Christoph Lange, Jan Jürjens

7

citations
Data Trading and Monetization: Challenges and Open Research Directions
2023 arXiv (Cornell University) preprint Computer Science Blockchain Technology Applications and Security Open access

Qusai Ramadan, Zeyd Boukhers, Christoph G. Lange, Jan Jürjens

2

citations
Dantzig-Wolfe Decomposition for Linear Programming
2026 Springer eBooks book-chapter Mathematics Advanced Optimization Algorithms Research Open access

Jacques Desrosiers, Marco E. Lübbecke, Guy Desaulniers, Jean Bertrand Gauthier

0

citations
Updating at the expense of demand? The case of platform apps
2026 Information Systems and e-Business Management article Social Sciences Digital Marketing and Social Media Open access

Wael Jabr, Dominik Gutt, Juergen Neumann, Dennis Kundisch

0

citations
Faster Dynamic Auctions via Polymatroid Sum
2023 arXiv (Cornell University) preprint Decision Sciences Auction Theory and Applications Open access

Katharina Eickhoff, Britta Peis, Niklas Rieken, Laura Vargas Koch, László A. Végh

1

citations
Faster Dynamic Auctions via Polymatroid Sum
2025 ACM Transactions on Economics and Computation article Decision Sciences Auction Theory and Applications Open access

Katharina Eickhoff, Meike Neuwohner, Britta Peis, Niklas Rieken, Laura Vargas Koch, László A. Végh

1

citations
Case study of a site-specific design and operation optimization of a wind farm co-located PEM electrolyzer and BESS including degradation
2026 Wind Energy Science Discussions preprint Energy Hybrid Renewable Energy Systems Open access

Dustin Bruno Frings, Georg Jacobs, Thorsten Reichartz, Thora Potthoff, Lucas Blickwedel, Martin Knops

0

citations
Analysis of an Urban Grid with High Photovoltaic and e-Mobility Penetration
2023 Energies article Engineering Electric Vehicles and Infrastructure Open access

Florian Maurer, Christian Rieke, Ralf Schemm, Dominik Stollenwerk

6

citations
Cost-effectiveness of population-wide screening for intracranial aneurysms revisited in light of potential diagnostic developments
2025 International Journal of Stroke article Medicine Intracranial Aneurysms: Treatment and Complications Open access

Michael Veldeman, Oliver Schoeffski, Anke Höllig, Gabriël J.E. Rinkel

2

citations
Opportunities of European Hydrogen Supply Potentials for Germany's Hydrogen Market
2025 conference-paper Energy Hybrid Renewable Energy Systems Open access

Drin Marmullaku, Jochen Linßen, Detlef Stolten

1

citations