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~isPartOf:"Applied mathematical finance"
~isPartOf:"Digital finance : smart data analytics, investment innovation, and financial technology"
~isPartOf:"Working papers"
~person:"Benth, Fred Espen"
~person:"Nardon, Martina"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
8
Optionspreistheorie
8
Derivat
3
Derivative
3
Black-Scholes model
2
Black-Scholes-Modell
2
EU countries
2
EU-Staaten
2
Option trading
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Optionsgeschäft
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Prospect Theory
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Prospect theory
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Risikoprämie
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Behavioral finance
1
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1
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European option pricing
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Infinite dimension
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Option pricing
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Ornstein-Uhlenbeck process
1
Risiko
1
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1
Rohstoffderivat
1
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Benth, Fred Espen
Nardon, Martina
Eberlein, Ernst
6
Howison, Sam
4
Kwok, Yue-Kuen
4
Madan, Dilip B.
4
Pianca, Paolo
4
Sabino, Piergiacomo
4
Sircar, Kaushik Ronnie
4
Zagst, Rudi
4
Atkinson, Colin
3
Bermin, Hans-Peter
3
Chiarella, Carl
3
Cohen, Samuel N.
3
Elliott, Robert J.
3
Escobar, Marcos
3
Glau, Kathrin
3
Oosterlee, Cornelis Willebrordus
3
Reisinger, Christoph
3
Siu, Tak Kuen
3
Wang, Sheng
3
Zheng, Wendong
3
Ślepaczuk, Robert
3
Alòs, Elisa
2
Avellaneda, Marco
2
Baldeaux, Jan
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Baptiste, Julien
2
Buchen, Peter W.
2
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Cheang, Gerald H. L.
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2
Dang, Duy Minh
2
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2
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2
Gardini, Matteo
2
Götz, Barbara
2
Jackson, Kenneth R.
2
Jaimungal, Sebastian
2
Joshi, Mark S.
2
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Applied mathematical finance
Digital finance : smart data analytics, investment innovation, and financial technology
Working papers
International journal of theoretical and applied finance
5
Energy economics
3
Finance and stochastics
3
Risks : open access journal
2
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Computational Management Science : CMS
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
IMA journal of management mathematics
1
Journal of banking & finance
1
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1
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1
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1
Paris Princeton lectures on mathematical finance
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1
SFB 649 Discussion Paper 2009-046
1
SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The interrelationship between financial and energy markets
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ECONIS (ZBW)
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1
Accuracy of deep learning in calibrating HJM forward curves
Benth, Fred Espen
;
Detering, Nils
;
Lavagnini, Silvia
- In:
Digital finance : smart data analytics, investment …
3
(
2021
)
3/4
,
pp. 209-248
Persistent link: https://www.econbiz.de/10012697962
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2
European option pricing with constant relative sensitivity probability weighting function
Nardon, Martina
;
Pianca, Paolo
-
2014
Persistent link: https://www.econbiz.de/10011629602
Saved in:
3
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:
4
Extracting information on implied volatilities and discrete dividends from American options prices
Nardon, Martina
;
Pianca, Paolo
-
2012
Persistent link: https://www.econbiz.de/10011629590
Saved in:
5
Prospect theory : an application to European option pricing
Nardon, Martina
;
Pianca, Paolo
-
2012
Persistent link: https://www.econbiz.de/10011629599
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6
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:
7
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:
8
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:
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