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~isPartOf:"Journal of banking & finance"
~person:"Benth, Fred Espen"
~person:"Fabozzi, Frank J."
~person:"Sandmann, Klaus"
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Option pricing theory
3
Optionspreistheorie
3
ARCH model
2
ARCH-Modell
2
Commodity derivative
1
Electric power industry
1
Electricity
1
Electricity markets
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Electricity price
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Elektrizität
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Elektrizitätswirtschaft
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Price forward curves
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Benth, Fred Espen
Fabozzi, Frank J.
Sandmann, Klaus
Leippold, Markus
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Martzoukos, Spiros A.
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Nawalkha, Sanjay K.
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Andreou, Panayiotis C.
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Journal of banking & finance
International journal of theoretical and applied finance
12
Discussion paper / B
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Applied mathematical finance
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Valuation, financial modeling, and quantitative tools
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Finance and stochastics
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The journal of fixed income
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Computational economics
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Energy economics
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Journal of economic dynamics & control
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The Frank J. Fabozzi series
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Bank of Italy Temi di Discussione (Working Paper)
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The handbook of fixed income securities
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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ECONIS (ZBW)
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A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
2
Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
Saved in:
3
Financial market models with Lévy processes and time-varying volatility
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1363-1378
Persistent link: https://www.econbiz.de/10003749233
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