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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
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Derivat
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International journal of theoretical and applied finance
SFB 649 Discussion Paper
18
SFB 649 discussion paper
15
Finance and stochastics
14
SFB 649 Discussion Papers
14
Diskussionspapier
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Energy economics
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Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
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Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
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Finance and Stochastics
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Insurance / Mathematics & economics
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Journal of banking & finance
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Mathematical Finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Zeitschrift für Energiewirtschaft : ZfE
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International Journal of Theoretical and Applied Finance (IJTAF)
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Sonderforschungsbereich 649: Ökonomisches Risiko - Discussion papers
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Stochastic Processes and their Applications
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Applied mathematical finance
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Birkbeck Working Papers in Economics and Finance
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Birkbeck working papers in economics and finance : BWPEF
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CESifo Working Paper
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Decisions in economics and finance : a journal of applied mathematics
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Discussion papers of interdisciplinary research project 373
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Energy Economics
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Financial markets and portfolio management
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Finanzierung, Leasing, Factoring : FLF
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SFB 373 Discussion Paper
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The journal of futures markets
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1
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
2
Consistent factor models for temperature markets
Hell, Philipp
;
Meyer-Brandis, Thilo
;
Rheinländer, Thorsten
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009624466
Saved in:
3
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
4
Modeling and pricing precipitation derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011568818
Saved in:
5
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
6
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
7
Pricing CMS spread options in a Libor market model
Belomestny, Denis
;
Kolodko, Anastasia
;
Schoenmakers, John
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10008860424
Saved in:
8
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
9
Monte Carlo evaluation of American options using consumption processes
Belomestny, Denis
;
Milʹstejn, Grigorij N.
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 455-481
Persistent link: https://www.econbiz.de/10003347377
Saved in:
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