M. Insley
Finance · 2002–2012
A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Finance — 8 citations into it; #4,247 of 10,518 by trust here, #6,419 by citations
Whom M. Insley trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts M. Insley overall
Papers from M. Insley's perspective
Ordered by how strongly the researchers M. Insley trusts endorse each paper. Same corpus, a different order for every researcher.
- Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
- Short-Term Variations and Long-Term Dynamics in Commodity Prices
- The Nature of Power Spikes: A Regime-Switch Approach
- On Solving the Multirotational Timber Harvesting Problem with Stochastic Prices: A Linear Complementarity Formulation
- Efficient numerical methods for pricing American options under stochastic volatility
- Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy
- The Pricing of Options and Corporate Liabilities
- Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison
- Options, Futures, and Other Derivatives
- Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
Their papers
- On Solving the Multirotational Timber Harvesting Problem with Stochastic Prices: A Linear Complementarity Formulation (2005) — 136 citations
- A Real Options Approach to the Valuation of a Forestry Investment (2002) — 225 citations
- Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem (2012) — 63 citations