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~person:"Benth, Fred Espen"
~person:"Franke, Günter"
~subject:"Risiko"
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Option pricing theory
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Optionspreistheorie
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Benth, Fred Espen
Franke, Günter
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Applied mathematical finance
1
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
International journal of theoretical and applied finance
1
Journal of economic theory
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Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
2
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
3
Asset prices and the level of background risk
Franke, Günter
;
Stapleton, Richard C.
;
Subrahmanyam, …
- In:
Beiträge zur Mikro- und zur Makroökonomik : …
,
(pp. 157-171)
.
2001
Persistent link: https://www.econbiz.de/10001606362
Saved in:
4
Who buys and who sells options : the role of options in an economy with background risk
Franke, Günter
- In:
Journal of economic theory
82
(
1998
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10001246473
Saved in:
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