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isPartOf:"The journal of futures markets"
~isPartOf:"Applied mathematical finance"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Benth, Fred Espen
2
Alaton, Peter
1
Alexandridis, A.
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Djehiche, Boualem
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Huang, Hung-hsi
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Leobacher, Gunther
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Lin, Pei-syun
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The journal of futures markets
Applied mathematical finance
SFB 649 discussion paper
10
SFB 649 Discussion Paper
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Energy economics
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Insurance / Mathematics & economics
3
International journal of theoretical and applied finance
3
Applied economics
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International Journal of Financial Studies : open access journal
2
International journal of forecasting
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Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, Marktforschung und Agrarpolitik
1
American journal of agricultural economics
1
Aspekte der schweizerischen Wirtschaftspolitik : Festschrift für Franz Jaeger
1
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
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Computational economics
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Croatian review of economic, business and social statistics : CREBSS
1
European journal of operational research : EJOR
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International Agricultural Risk, Finance and Insurance Conference (IARFIC) 2017 Paris meetings paper
1
Journal of banking & finance
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Journal of empirical finance
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Journal of mathematical finance
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Journal of risk finance : the convergence of financial products and insurance
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Journal of the Operational Research Society
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Review of Pacific Basin financial markets and policies : RPBFMP
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A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
2
On modelling and pricing rainfall derivatives with seasonality
Leobacher, Gunther
;
Ngare, Philip
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 71-91
Persistent link: https://www.econbiz.de/10009154421
Saved in:
3
HDD and CDD option pricing with market price of weather risk for Taiwan
Huang, Hung-hsi
;
Shiu, Yung-ming
;
Lin, Pei-syun
- In:
The journal of futures markets
28
(
2008
)
8
,
pp. 790-814
Persistent link: https://www.econbiz.de/10003746348
Saved in:
4
Modelling the temperature time-dependent speed of mean reversion in the context of weather derivatives pricing
Zapranis, Achilleas
;
Alexandridis, A.
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 355-386
Persistent link: https://www.econbiz.de/10003751370
Saved in:
5
On arbitrage-free pricing of weather derivatives based on fractional Brownian motion
Benth, Fred Espen
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 302-324
Persistent link: https://www.econbiz.de/10001864238
Saved in:
6
On modelling and pricing weather derivatives
Alaton, Peter
;
Djehiche, Boualem
;
Stillberger, David
- In:
Applied mathematical finance
9
(
2002
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001685120
Saved in:
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