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subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Benth, Fred Espen"
~person:"Branger, Nicole"
~subject:"Derivat"
~subject:"Derivative"
~subject:"Germany"
~subject:"Risk"
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Portfolio selection
Derivat
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3
Monte Carlo simulation
2
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Benth, Fred Espen
Branger, Nicole
Brigo, Damiano
6
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4
Pallavicini, Andrea
4
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3
Capriotti, Luca
3
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1
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International journal of theoretical and applied finance
Applied mathematical finance
6
Energy economics
5
Finance and stochastics
2
Quantitative finance
2
Risks : open access journal
2
The journal of energy markets
2
Advanced Series on Statistical Science and Applied Probability Ser.
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advanced series on statistical science & applied probability
1
Advanced series on statistical science and applied probability
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
CREATES research paper
1
Gabler-Edition Wissenschaft
1
Journal of commodity markets
1
Journal of economic dynamics & control
1
Mathematics and financial economics
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 derivatives research
1
Review of development finance
1
SFB 649 discussion paper
1
Springer eBook Collection / Business and Economics
1
The European journal of finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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ECONIS (ZBW)
6
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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
Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
3
Pricing of exotic energy derivatives based on arithmetic spot models
Benth, Fred Espen
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 491-506
Persistent link: https://www.econbiz.de/10003879078
Saved in:
4
A quasi-Monte Carlo algorithm for the normal inverse Gaussian distribution and valuation of financial derivatives
Benth, Fred Espen
;
Groth, Martin
;
Kettler, Paul C.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 843-867
Persistent link: https://www.econbiz.de/10003380284
Saved in:
5
Pricing derivative securities using cross-entropy : an economic analysis
Branger, Nicole
- In:
International journal of theoretical and applied finance
7
(
2004
)
1
,
pp. 63-81
Persistent link: https://www.econbiz.de/10001946395
Saved in:
6
The normal inverse gaussian distribution and spot price modelling in energy markets
Benth, Fred Espen
;
Šaltytė-Benth, Jūratė
- In:
International journal of theoretical and applied finance
7
(
2004
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10002021511
Saved in:
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