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Cyriel de Jong · Study
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Author
Cyriel de Jong
6 works
· latest 2015
· 2 institutions
cluster: provisional
Works
6 shown
Gas storage valuation and optimization
Journal of Natural Gas Science and Engineering
·
2015
·
1 author
58
citations
Gas storage valuation using a multifactor price process
The Journal of Energy Markets
·
2011
·
2 authors
50
citations
Gas Storage Valuation Using a Monte Carlo Method
The Journal of Derivatives
·
2008
·
2 authors
·
Open access
137
citations
Stock Market Quality in the Presence of a Traded Option*
The Journal of Business
·
2006
·
3 authors
·
Open access
58
citations
Dealing with Derivatives. Studies on the role, informational content and pricing of financial derivatives
·
2003
·
1 author
66
citations
Option Formulas for Mean-Reverting Power Prices with Spikes
SSRN Electronic Journal
·
2002
·
2 authors
·
preprint
·
Open access
81
citations