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~accessRights:"restricted"
~person:"Benth, Fred Espen"
~person:"Perrakis, Stylianos"
~subject:"Cointegration"
~subject:"Derivative"
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Benth, Fred Espen
Perrakis, Stylianos
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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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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2
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
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3
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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