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~accessRights:"restricted"
~person:"Benth, Fred Espen"
~person:"Kyriakou, Ioannis"
~person:"Perrakis, Stylianos"
~subject:"Derivative"
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Option trading
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Option pricing theory
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Derivat
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1983-2006
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Benth, Fred Espen
Kyriakou, Ioannis
Perrakis, Stylianos
Wang, Xingchun
12
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4
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3
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3
Kim, Geonwoo
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Azhar Mohamad
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
European financial management : the journal of the European Financial Management Association
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International journal of theoretical and applied finance
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The European journal of finance
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ECONIS (ZBW)
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1
Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
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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
Affine-structure models and the pricing of energy commodity derivatives
Kyriakou, Ioannis
;
Nomikos, Nikos K.
;
Papapostolou, Nikos C.
- In:
European financial management : the journal of the …
22
(
2016
)
5
,
pp. 853-881
Persistent link: https://www.econbiz.de/10011713164
Saved in:
4
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
5
Are options on index futures profitable for risk averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
-
2010
Persistent link: https://www.econbiz.de/10008656711
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