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~isPartOf:"Applied mathematical finance"
~person:"Benth, Fred Espen"
~person:"Koopman, Siem Jan"
~person:"Koskela, Erkki"
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Search: subject:"Stochastisches Modell "
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Stochastic process
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Stochastischer Prozess
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Derivat
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Derivative
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Hedging
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Option pricing theory
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Optionspreistheorie
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Benth, Fred Espen
Koopman, Siem Jan
Koskela, Erkki
Eberlein, Ernst
4
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4
Sircar, Kaushik Ronnie
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Applied mathematical finance
Discussion paper / Tinbergen Institute
39
CESifo working papers
4
International journal of theoretical and applied finance
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Energy economics
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Finance and stochastics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Tinbergen Institute Discussion Paper
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Advanced series on statistical science & applied probability
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CREATES research paper
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Discussion papers / Department of Economics, University of Helsinki
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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Advanced Series on Statistical Science and Applied Probability Ser
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Advanced mathematical methods for finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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CREATES Research Paper 2010-17
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CREATES Research Paper 2010-18
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Discussion paper / Faculty of Social Sciences, Department of Economics, University of Helsinki
1
Discussion paper series / LSE Financial Markets Group
1
Handbook of financial time series
1
IMA journal of management mathematics
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
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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Mathematics and financial economics
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Natural resource modeling : the official journal of the Resource Modeling Association
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Quantitative finance
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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
1
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
1
Tinbergen Institute Discussion Paper 14-071/III
1
Tinbergen Institute Discussion Paper 14-103/III
1
Tinbergen Institute Discussion Paper 14-118/III
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Tinbergen Institute Discussion Paper 2018-027/III
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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
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2
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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