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~isPartOf:"Applied mathematical finance"
~isPartOf:"Working papers"
~person:"Benth, Fred Espen"
~subject:"Option trading"
~subject:"Wind turbine"
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Benth, Fred Espen
Cohen, Samuel N.
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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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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
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2
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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