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~accessRights:"restricted"
~person:"Benth, Fred Espen"
~person:"Perrakis, Stylianos"
~person:"Song, Shiyu"
~person:"Zanette, Antonino"
~subject:"Derivat"
~type_genre:"Article in journal"
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Derivat
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Benth, Fred Espen
Perrakis, Stylianos
Song, Shiyu
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International journal of theoretical and applied finance
1
International review of economics & finance : IREF
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ECONIS (ZBW)
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1
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
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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
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