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~isPartOf:"International journal of theoretical and applied finance"
~person:"Benth, Fred Espen"
~person:"Carr, Peter"
~subject:"Hedging"
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Hedging
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Benth, Fred Espen
Carr, Peter
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International journal of theoretical and applied finance
Advanced series on statistical science & applied probability
2
Finance and stochastics
2
Advanced Series on Statistical Science and Applied Probability Ser
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial engineering
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
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2
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
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