//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Benth, Fred Espen"
~subject:"Derivative"
~subject:"Scientific modelling"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Asian option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Scientific modelling
Option pricing theory
4
Option trading
4
Optionsgeschäft
4
Optionspreistheorie
4
Derivat
2
Energiemarkt
2
Energy market
2
Hedging
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Asian options
1
Cointegration
1
Energy markets
1
Fourier transform
1
Heath-Jarrow-Morton modeling
1
Kointegration
1
Lévy processes
1
Lévy semistationary process
1
Moment matching
1
Ornstein-Uhlenbeck processes
1
Quadratic hedging
1
Quanto options
1
Spread option
1
Spread options
1
Time series analysis
1
Trading restrictions
1
Yield curve
1
Zeitreihenanalyse
1
Zinsstruktur
1
energy markets
1
measure change
1
quadratic hedging
1
volatility modulated volterra process
1
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz im Buch
1
Aufsatz in Zeitschrift
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
2
Author
All
Benth, Fred Espen
Wang, Xingchun
12
Ryu, Doojin
4
Cui, Zhenyu
3
Gao, Min
3
Glau, Kathrin
3
Kim, Geonwoo
3
Tang, Dan
3
Zhang, Jin E.
3
Alòs, Elisa
2
Ap Gwilym, Owain
2
Augustin, Patrick
2
Azhar Mohamad
2
Braouezec, Yann
2
Brenner, Menachem
2
Chang, Chia-Chien
2
Chang, Jui-Jane
2
Chatrath, Arjun
2
Christie-David, Rohan
2
Cohen, Samuel N.
2
Cont, Rama
2
Du, Du
2
Farkas, Walter
2
Fink, Holger Maria
2
Félix, Luiz
2
Gourier, Elise
2
Hu, May
2
Huitema, Robert
2
Imtiaz Mohammad Sifat
2
Jackwerth, Jens Carsten
2
Kang, Jangkoo
2
Kräussl, Roman
2
Kyriakou, Ioannis
2
Lee, Jaeram
2
Li, Zelei
2
Liu, Dehong
2
Lung, Peter P.
2
Muroi, Yoshifumi
2
Najmi Ismail Murad Samsudin
2
Necula, Ciprian
2
more ...
less ...
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->