Rüdiger Kiesel
University of Duisburg-Essen(DE)
Publications by Year
Research Areas
Stochastic processes and financial applications, Financial Risk and Volatility Modeling, Credit Risk and Financial Regulations, Insurance and Financial Risk Management, Electric Power System Optimization
Most-Cited Works
- → Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives(2001)213 cited
- → Risk-Neutral Valuation(2004)197 cited
- → The estimation of transition matrices for sovereign credit ratings(2002)171 cited
- → Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium(2008)159 cited
- → Semi-parametric modelling in finance: theoretical foundations(2002)125 cited
- → A critical empirical study of three electricity spot price models(2011)107 cited
- → Risk-neutral valuation of participating life insurance contracts(2006)