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~isPartOf:"Applied mathematical finance"
~isPartOf:"Working papers"
~person:"Badran, Alexander"
~person:"Benth, Fred Espen"
~subject:"Volatility"
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Derivat
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Badran, Alexander
Benth, Fred Espen
Escobar, Marcos
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Zagst, Rudi
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Applied mathematical finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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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
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Consistent modelling of VIX and equity derivatives using a 3/2 plus jumps model
Baldeaux, Jan
;
Badran, Alexander
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 299-312
Persistent link: https://www.econbiz.de/10010499689
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