Coherent Measures of Risk, Mathematical Finance, vol.3, issue.1, pp.203-228, 1999. ,
Option Valuation with Normal MixtureGARCH Models, Studies in Nonlinear Dynamics and Econometrics, vol.12, issue.2, pp.1580-1580, 2008. ,
Modeling the price dynamics of CO2 emission allowances, 2008. ,
Processes of normal inverse Gaussian type, Finance and Stochastics, vol.2, issue.1, pp.41-68, 1998. ,
DOI : 10.1007/s007800050032
Which Volatility Model for Option Valuation?, SSRN Electronic Journal, 2002. ,
DOI : 10.2139/ssrn.306843
Martingalized Historical approach for Option Pricing, Finance research letters, pp.24-28, 2010. ,
Are the European Carbon markets efficient, Review of Futures Markets, pp.103-128, 2008. ,
Modelling CO2 emission allowance prices and derivatives: Evidence from European trading scheme, Journal of Banking and Finance, 2009. ,
BL-GARCH models with elliptical distributed innovations, Journal of Statistical Computation and Simulation, vol.2, issue.7, pp.775-795, 2010. ,
DOI : 10.1002/0471264105
The Generalized hyperbolic model: Financial derivatives and risk management, pp.300-325, 1998. ,
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle, Econometrica, vol.57, issue.2, pp.357-384, 1989. ,
DOI : 10.2307/1912559
An empirical examination of restructured electricity prices, Energy Economics, vol.27, issue.5, pp.791-817, 2005. ,
DOI : 10.1016/j.eneco.2004.11.005
An econometric analysis of emission Trading allowances, Swiss Finance Institute, pp.6-26, 2006. ,
The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging, The Journal of Finance, vol.5, issue.3, pp.923-973, 1997. ,
DOI : 10.1111/j.1540-6261.1997.tb02721.x
Indexes of United States Stock Prices from 1802 to 1987, Journal of Business, vol.63, issue.3, pp.399-426, 1990. ,
DOI : 10.3386/w2985
Stocks for the Long Run, 2002. ,
Lévy processes in Finance, Wiley series in Probability and Statistics, 2003. ,
Futures price dynamics of CO2 emission certificates -An empirical analysis, 2008. ,