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~isPartOf:"Working papers"
~person:"Benth, Fred Espen"
~person:"Sircar, Kaushik Ronnie"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
8
Optionspreistheorie
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5
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3
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3
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Benth, Fred Espen
Sircar, Kaushik Ronnie
Eberlein, Ernst
6
Howison, Sam
4
Kwok, Yue-Kuen
4
Pianca, Paolo
4
Sabino, Piergiacomo
4
Zagst, Rudi
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Bermin, Hans-Peter
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3
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3
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2
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Applied mathematical finance
Working papers
Finance and stochastics
5
International journal of theoretical and applied finance
5
Energy economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Risks : open access journal
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Asia-Pacific financial markets
1
Digital finance : smart data analytics, investment innovation, and financial technology
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IMA journal of management mathematics
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Journal of banking & finance
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Journal of forecasting
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Lecture notes in mathematics : a collection of informal reports and seminars
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Paris Princeton lectures on mathematical finance
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SFB 649 Discussion Paper 2009-046
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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
Implied volatility of leveraged ETF options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
Saved in:
3
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:
4
Multiscale intensity models and name grouping for valuation of multi-name credit derivatives
Papageorgiou, Evan
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 353-383
Persistent link: https://www.econbiz.de/10003916203
Saved in:
5
Multiscale intensity models for single name credit derivatives
Papageorgiou, E.
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 73-105
Persistent link: https://www.econbiz.de/10003751113
Saved in:
6
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:
7
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:
8
Stochastic volatility, smile & asymptotics
Sircar, Kaushik Ronnie
;
Papanicolaou, George
- In:
Applied mathematical finance
6
(
1999
)
2
,
pp. 107-145
Persistent link: https://www.econbiz.de/10001449244
Saved in:
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