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  • Search: subject:"Processes in Hilbert space"
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Forward prices 1 Fourier transform 1 Leverage 1 Lévy processes 1 Option pricing theory 1 Optionspreistheorie 1 Ornstein-Uhlenbeck 1 Positive definite operators 1 Processes in Hilbert space 1 Stochastic process 1 Stochastic volatility 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Benth, Fred Espen 1 Sgarra, Carlo 1
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Finance and stochastics 1
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A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets
Benth, Fred Espen; Sgarra, Carlo - In: Finance and stochastics 28 (2024) 4, pp. 1035-1076
Persistent link: https://www.econbiz.de/10015130552
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