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~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
International journal of theoretical and applied finance
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Finance and Stochastics
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Stochastic Processes and their Applications
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International Journal of Theoretical and Applied Finance (IJTAF)
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Risk-Sensitive Investment Management
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Applied mathematical finance
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Physica A: Statistical Mechanics and its Applications
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European journal of operational research : EJOR
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Mathematical Methods of Operations Research
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Review of Derivatives Research
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Studies in Nonlinear Dynamics & Econometrics
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Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
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Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
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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
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