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Publications by Peter Tzscheutschler

Prosumer Integration in Flexibility Markets: A Bid Development and Pricing Model

English

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Arbitrage in Markets With Bid-Ask Spreads

Annals of Finance

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A Consistent Stable Numerical Scheme for a Nonlinear Option Pricing Model in Illiquid Markets

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Theoretical Computer Science

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A New Pricing Measure in the Barndorff-Nielsen–Shephard Model for Commodity Markets

Trends in Mathematics

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Variable Pricing in Oligopoly Markets*

The Journal of Business

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Bid Pricing in Online Auctions With "Buy-It-Now" Option

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Competition, Market Structure, and Bid-Ask Spreads in Stock Option Markets

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Arbitrage Pricing Theory in International Markets

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Pricing Efficiency and Information Use in Risky Markets

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Option Pricing and Hedging Bounds in Incomplete Markets

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