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~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
~person:"Benth, Fred Espen"
~person:"Koskela, Erkki"
~person:"Topaloglou, Nikolas"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatilität"
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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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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