| Modelling spikes and pricing swing options in electricity markets B Hambly, S Howison, T Kluge Commodities, 573-594, 2022 | 141 | 2022 |
| Pricing swing options and other electricity derivatives T Kluge PhD thesis, University of Oxford, 2006 | 98 | 2006 |
| Pricing derivatives in stochastic volatility models using the finite difference method T Kluge Diploma thesis, Technical University, Chemnitz, 2002 | 81* | 2002 |
| FX smile in the Heston model A Janek, T Kluge, R Weron, U Wystup Statistical tools for finance and insurance, 133-162, 2011 | 63 | 2011 |
| A comparison of option prices under different pricing measures in a stochastic volatility model with correlation V Henderson, D Hobson, S Howison, T Kluge Review of Derivatives Research 8, 5-25, 2005 | 61* | 2005 |
| Is there an informationally passive benchmark for option pricing incorporating maturity? V Henderson, D Hobson¶, T Kluge¶ Quantitative Finance 7 (1), 75-86, 2007 | 14 | 2007 |
| The potential approach in practice T Kluge, LCG Rogers arXiv preprint arXiv:1204.5718, 2012 | 5 | 2012 |
| Information-Based Models for Finance and Insurance B Hambly, S Howison, T Kluge Quantitative Finance 9 (8), 937-949, 2009 | 4 | 2009 |
| 573 Modelling Spikes and Pricing Swing Options in Electricity Markets B Hambly, S Howison, T Kluge Commodities: Fundamental Theory of Futures, Forwards, and Derivatives …, 2023 | | 2023 |
| FPGA-based Anomalous trajectory detection using SOFM P Aiken, T Kluge, K Appiah, P Dickinson, A Hunter University of Lincoln, 2006 | | 2006 |
| GW4: An FPGA-driven image segmentation algorithm T Kluge, K Appiah, A Hunter University of Lincoln, 2005 | | 2005 |
| Illustration of stochastic processes and the finite difference method in finance T Kluge | | 2003 |
Sam HowisonOxford UniversityBestätigte E-Mail-Adresse bei maths.ox.ac.uk
