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The CARMA Interest Rate Model
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Theory
Theorie
87
Stochastic process
52
Stochastischer Prozess
52
Optionspreistheorie
48
Option pricing theory
47
Derivat
46
Derivative
46
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46
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46
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37
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30
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24
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24
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23
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18
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86
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Benth, Fred Espen
56
Zakamulin, Valeriy
28
Giner, Javier
9
Barndorff-Nielsen, Ole E.
6
Koekebakker, Steen
5
Reikvam, Kristin
5
Kiesel, Rüdiger
4
Christensen, Troels Sønderby
3
Hvistendahl Karlsen, Kenneth
3
Lempa, Jukka
3
Veraart, Almut
3
Veraart, Almut E. D.
3
Cartea, Álvaro
2
Eriksson, Marcus
2
Kutrolli, Gleda
2
Li, Xingyi
2
Ortiz-Latorre, Salvador
2
Paraschiv, Florentina
2
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2
Proske, Frank
2
Rohde, Victor
2
Vos, Linda
2
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2
Adland, Roar
1
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1
Benth, F. E.
1
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1
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1
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1
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1
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1
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1
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1
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1
Eikeset, Anne Maria
1
Felten, Björn
1
Green, Rikard
1
Härdle, Wolfgang
1
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1
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1
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Energy economics
6
Finance and stochastics
5
International journal of theoretical and applied finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of energy markets
3
CREATES research paper
2
International review of financial analysis
2
Journal of banking & finance
2
The journal of portfolio management : a publication of Institutional Investor
2
Advanced Series on Statistical Science and Applied Probability Ser.
1
Advanced mathematical methods for finance
1
Advanced series on statistical science and applied probability
1
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1
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1
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1
CREATES Research Paper 2010-17
1
CREATES Research Paper 2010-18
1
Economic modelling
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
IMA journal of management mathematics
1
International journal of forecasting
1
Journal of commodity markets
1
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
1
Operations research
1
Quantitative finance
1
Review of development finance
1
Risk management : an international journal
1
SFB 649 discussion paper
1
SpringerLink / Bücher
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
Transportation research / E : an international journal
1
Universitext
1
University of St.Gallen, School of Finance Research Paper
1
Working paper
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
86
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1
Stochastic modeling of financial electricity contracts
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
30
(
2008
)
3
,
pp. 1116-1157
Persistent link: https://www.econbiz.de/10003744845
Saved in:
2
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
Saved in:
3
Multivariate modeling and analysis of regional ocean freight rates
Adland, Roar
;
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Transportation research / E : an international journal
113
(
2018
),
pp. 194-221
Persistent link: https://www.econbiz.de/10011864108
Saved in:
4
Stochastic modeling of Supramax spot and forward freight rates
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Maritime economics & logistics : a quarterly scientific …
18
(
2016
)
4
,
pp. 391-413
Persistent link: https://www.econbiz.de/10011587528
Saved in:
5
Option theory with stochastic analysis : an introduction to mathematical finance
Benth, Fred Espen
-
2004
Persistent link: https://www.econbiz.de/10001786485
Saved in:
6
The stochastic volatility model of Barndorff-Nielsen and Shephard in commodity markets
Benth, Fred Espen
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 595-625
Persistent link: https://www.econbiz.de/10009311688
Saved in:
7
Optimal portfolio selection with consumtion and nonlinear integro-differential equations with gradient constraint : a viscosity solution approach
Benth, Fred Espen
;
Karlsen, Kenneth Hvistendahl
; …
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 275-303
Persistent link: https://www.econbiz.de/10001599263
Saved in:
8
A note on portfolio management under non-Gaussian logreturns
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 711-731
Persistent link: https://www.econbiz.de/10001612203
Saved in:
9
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10001614597
Saved in:
10
Explicit representation of the minimal variance portfolio in markets driven by Lévy processes
Benth, Fred Espen
;
Di Nunno, Giulia
;
Løkka, Arne
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001765640
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