Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Heath-Jarrow-Morton modeling"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Cointegration
2
Commodity market
2
Derivat
2
Derivative
2
Kointegration
2
Option pricing theory
2
Optionspreistheorie
2
Rohstoffmarkt
2
CARMA processes
1
Commodity derivative
1
Commodity exchange
1
Commodity markets
1
Currency derivative
1
Fourier transform
1
Heath-Jarrow-Morton modeling
1
Heath–Jarrow–Morton modeling
1
Lévy processes
1
Option trading
1
Optionsgeschäft
1
Ornstein-Uhlenbeck processes
1
Quanto options
1
Risikoprämie
1
Risk premium
1
Rohstoffderivat
1
Spot and forward relationship
1
Spot market
1
Spotmarkt
1
Spread options
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
Warenbörse
1
Währungsderivat
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz im Buch
1
Aufsatz in Zeitschrift
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
2
Author
All
Benth, Fred Espen
2
Koekebakker, Steen
1
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Energy economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
2
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
