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~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
~isPartOf:"Journal of forecasting"
~person:"Benth, Fred Espen"
~person:"Chang, Chuang-chang"
~person:"Jacobs, Kris"
~person:"Kräussl, Roman"
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Option pricing theory
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Journal of forecasting
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Handbook of Economic Forecasting : volume 2, part A
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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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Pricing of basket options using univariate normal inverse Gaussian approximations
Benth, Fred Espen
;
Henriksen, Pål Nicolai
- In:
Journal of forecasting
30
(
2011
)
3
,
pp. 355-376
Persistent link: https://www.econbiz.de/10009233877
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