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Stochastic dynamical modelling of spot freight rates
Benth, Fred Espen
;
Koekebakker, Steen
;
Taib, Che Mohd …
- In:
IMA journal of management mathematics
26
(
2015
)
3
,
pp. 273-297
Persistent link: https://www.econbiz.de/10011405425
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2
Pricing energy quanto options in the framework of Markov-modulated additive processes
Benth, Fred Espen
;
Deelstra, Griselda
;
Kozpınar, And Sinem
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 187-220
Persistent link: https://www.econbiz.de/10013541856
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