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person:"McDermott, Grant R."
~isPartOf:"Applied mathematical finance"
~person:"Benth, Fred Espen"
~person:"Osipenko, Maria"
~person:"Skoufias, Emmanuel"
~person:"Zhang, Peng"
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McDermott, Grant R.
Benth, Fred Espen
Osipenko, Maria
Skoufias, Emmanuel
Zhang, Peng
Alaton, Peter
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Barth, Andrea
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Pircalabu, Anca
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Applied mathematical finance
Policy research working paper : WPS
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World Bank Policy Research Working Paper
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The poverty and welfare impacts of climate change : quantifying the effects, identifying the adaptation strategies
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Agricultural economics : the journal of the International Association of Agricultural Economists
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Bulletin of Indonesian Economic Studies;48(3)
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Journal of African economies
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Review of Economics of the Household
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SFB 649 Discussion Paper 2009-046
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A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
2
Hedging of spatial temperature risk with market-traded futures
Barth, Andrea
;
Benth, Fred Espen
;
Potthoff, Jürgen
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 93-117
Persistent link: https://www.econbiz.de/10009155488
Saved in:
3
Stochastic modelling of temperature variations with a view towards weather derivatives
Benth, Fred Espen
;
Šaltyté-Benth, Jūraté
- In:
Applied mathematical finance
12
(
2005
)
1
,
pp. 53-85
Persistent link: https://www.econbiz.de/10002727063
Saved in:
4
On arbitrage-free pricing of weather derivatives based on fractional Brownian motion
Benth, Fred Espen
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 302-324
Persistent link: https://www.econbiz.de/10001864238
Saved in:
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