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~person:"Benth, Fred Espen"
~subject:"Optionsgeschäft"
~subject:"Spotmarkt"
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Optionsgeschäft
Spotmarkt
Option pricing theory
38
Optionspreistheorie
38
Derivat
16
Derivative
16
Volatility
15
Volatilität
15
Stochastic process
12
Stochastischer Prozess
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9
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Zinsstruktur
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Option trading
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Rohstoffderivat
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Elektrizitätswirtschaft
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Benth, Fred Espen
Hull, John
27
Cui, Zhenyu
21
Wang, Xingchun
20
Joshi, Mark S.
17
Madan, Dilip B.
17
Stentoft, Lars
17
Lee, Hangsuck
15
Carr, Peter
14
Fusai, Gianluca
13
Zhang, Jin E.
13
Orosi, Greg
12
Guirguis, Michel
11
Jacobs, Kris
11
Schoutens, Wim
11
Alghalith, Moawia
10
Ewald, Christian-Oliver
10
Fabozzi, Frank J.
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Perrakis, Stylianos
10
Ryu, Doojin
10
Zanette, Antonino
10
Chen, An
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
Li, Lingfei
9
Stork, Philip
9
Takahashi, Akihiko
9
Zhu, Song-Ping
9
Alexander, Carol
8
Bayraktar, Erhan
8
Bernales, Alejandro
8
Bernard, Carole
8
Broeders, Dirk
8
Cai, Ning
8
Constantinides, George M.
8
Escobar, Marcos
8
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8
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8
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Applied mathematical finance
2
Energy economics
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The interrelationship between financial and energy markets
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ECONIS (ZBW)
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1
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
2
Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
3
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
4
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
5
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:
6
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
7
Pricing futures and options in electricity markets
Benth, Fred Espen
;
Schmeck, Maren Diane
- In:
The interrelationship between financial and energy markets
,
(pp. 233-260)
.
2014
Persistent link: https://www.econbiz.de/10010411140
Saved in:
8
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
9
Pricing of basket options using univariate normal inverse Gaussian approximations
Benth, Fred Espen
;
Henriksen, Pål Nicolai
- In:
Journal of forecasting
30
(
2011
)
3
,
pp. 355-376
Persistent link: https://www.econbiz.de/10009233877
Saved in:
10
A non-Gaussian-Ornstein-Uhlenbeck process for electricity spot price modeling and derivatives pricing
Benth, Fred Espen
;
Kallsen, Jan
;
Meyer-Brandis, Thilo
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003542981
Saved in:
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