@misc{KohrsAuerSchuhmacher, author = {Kohrs, Hendrik and Auer, Benjamin R. and Schuhmacher, Frank}, title = {Reducing complexity in multivariate electricity price forecasting}, series = {International Journal of Energy Sector Management}, volume = {16}, journal = {International Journal of Energy Sector Management}, number = {1}, issn = {1750-6220}, doi = {10.1108/IJESM-12-2020-0017}, pages = {21 -- 49}, language = {en} } @misc{LamertAuerWunderlich, author = {Lamert, Kerstin and Auer, Benjamin R. and Wunderlich, Ralf}, title = {Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion}, series = {arXiv}, journal = {arXiv}, doi = {10.48550/arXiv.2311.15635}, pages = {1 -- 32}, language = {en} } @misc{LamertAuerWunderlich, author = {Lamert, Kerstin and Auer, Benjamin R. and Wunderlich, Ralf}, title = {Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion}, series = {Mathematical Methods of Operations Research}, volume = {2025}, journal = {Mathematical Methods of Operations Research}, publisher = {Springer Science and Business Media LLC}, issn = {1432-2994}, doi = {10.1007/s00186-025-00889-0}, pages = {56}, language = {en} }