Tino Kluge

Finance · 2002–2009

A researcher in the Science corpus: 3 papers; trusts 17 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 28 citations into it
• Economics and Econometrics — 13 citations into it
• Electrical and Electronic Engineering — 13 citations into it

Whom Tino Kluge trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. J. Lucia
2. René A. Carmona
3. Alfredo Ibáñez
4. Patrick Jaillet
5. Eduardo S. Schwartz
6. René L. Schilling
7. Tomas Björk
8. Alexander Lipton
9. L. Rogers
10. Vicky Henderson

Who trusts Tino Kluge overall

1. Joanna Janczura
2. Rafal Weron

Papers from Tino Kluge's perspective

Ordered by how strongly the researchers Tino Kluge trusts endorse each paper. Same corpus, a different order for every researcher.

1. Financial Modelling with Jump Processes
2. MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS
3. OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
4. Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
5. An empirical examination of restructured electricity prices
6. Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities
7. Valuing American Options by Simulation: A Simple Least-Squares Approach
8. The Pricing of Options and Corporate Liabilities
9. Pricing Via Utility Maximization and Entropy
10. Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison

Their papers

• Modelling spikes and pricing swing options in electricity markets (2009) — 127 citations
• Pricing swing options and other electricity derivatives (2006) — 65 citations
• Pricing derivatives in stochastic volatility models using the finite difference method (2002) — 60 citations