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Volatility
Theorie
57
Theory
56
Optionspreistheorie
49
Stochastic process
49
Stochastischer Prozess
49
Option pricing theory
48
Derivat
46
Derivative
46
Volatilität
34
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27
Energy market
27
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23
Strompreis
23
Wetter
20
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19
Risikoprämie
17
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Benth, Fred Espen
31
Meyer-Brandis, Thilo
4
Kiesel, Rüdiger
3
Koekebakker, Steen
3
Cartea, Alvaro
2
Felten, Björn
2
Groth, Martin
2
Khedher, Asma
2
Kremer, Marcel
2
Paraschiv, Florentina
2
Pircalabu, Anca
2
Andresen, Arne
1
Blanco, Ana Solanilla
1
Blanco, Sara Ana Solanilla
1
Christensen, Troels Sønderby
1
Deelstra, Griselda
1
Di Nunno, Giulia
1
Di Persio, Luca
1
Eyjolfsson, Heidar
1
Hell, Philipp
1
Hvistendahl Karlsen, Kenneth
1
Kettler, Paul C.
1
Kozpınar, And Sinem
1
Krühner, Paul
1
Kufakunesu, Rodwell
1
Kutrolli, Gleda
1
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1
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1
Ollmar, Fridthjof
1
Ortiz-Latorre, Salvador
1
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1
Reikvam, Kristin
1
Rheinländer, Thorsten
1
Schmeck, Maren Diane
1
Sgarra, Carlo
1
Stefani, Silvana
1
Taib, Che Mohd Imran Che
1
Vanmaele, Michèle
1
Vargiolu, Tiziano
1
Zakamulin, Valeriy
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International journal of theoretical and applied finance
8
Finance and stochastics
4
Applied mathematical finance
2
Energy economics
2
IMA journal of management mathematics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Risks : open access journal
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Birkbeck working papers in economics and finance : BWPEF
1
Journal of banking & finance
1
Mathematics and financial economics
1
Quantitative finance
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
Review of finance : journal of the European Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
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The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps
Benth, Fred Espen
;
Meyer-Brandis, Thilo
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 563-575
Persistent link: https://www.econbiz.de/10003133280
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
How duration between trades of underlying securities affects option prices
Cartea, Alvaro
;
Meyer-Brandis, Thilo
- In:
Review of finance : journal of the European Finance …
14
(
2010
)
4
,
pp. 749-785
Persistent link: https://www.econbiz.de/10008823633
Saved in:
4
How does duration between trades of underlying securities affect option prices
Cartea, Alvaro
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003595139
Saved in:
5
Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
2
,
pp. 215-244
Persistent link: https://www.econbiz.de/10001765678
Saved in:
6
On forward price modeling in power markets
Benth, Fred Espen
- In:
Alternative investments and strategies : credit, …
,
(pp. 93-122)
.
2010
Persistent link: https://www.econbiz.de/10008655206
Saved in:
7
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:
8
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
9
Forward prices in markets driven by continuous-time autoregressive processes
Benth, Fred Espen
;
Blanco, Ana Solanilla
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 1-24)
.
2014
Persistent link: https://www.econbiz.de/10010359912
Saved in:
10
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
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