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~isPartOf:"Applied mathematical finance"
~person:"Benth, Fred Espen"
~person:"Bouzianis, George"
~person:"Koopman, Siem Jan"
~person:"Koskela, Erkki"
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Benth, Fred Espen
Bouzianis, George
Koopman, Siem Jan
Koskela, Erkki
Eberlein, Ernst
4
Sabino, Piergiacomo
4
Sircar, Kaushik Ronnie
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Zagst, Rudi
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Applied mathematical finance
Discussion paper / Tinbergen Institute
39
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Handbook of financial time series
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Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
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Natural resource modeling : the official journal of the Resource Modeling Association
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Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
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Risks : open access journal
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The journal of energy markets
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Tinbergen Institute Discussion Paper 11-175/5/DSF28
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Tinbergen Institute Discussion Paper 14-071/III
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Tinbergen Institute Discussion Paper 14-103/III
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Tinbergen Institute Discussion Paper 14-118/III
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Tinbergen Institute Discussion Paper 2018-027/III
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Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
2
Valuing volatility and variance swaps for a non-Gaussian Ornstein-Uhlenbeck stochastic volatility model
Benth, Fred Espen
;
Groth, Martin
;
Kufakunesu, Rodwell
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10003543050
Saved in:
3
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
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