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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance and stochastics"
~isPartOf:"Working papers"
~person:"Benth, Fred Espen"
~person:"Di Nunno, Giulia"
~subject:"Volatility"
~subject:"Wind turbine"
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Wind turbine
Option pricing theory
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Benth, Fred Espen
Di Nunno, Giulia
Alòs, Elisa
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Carr, Peter
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Escobar, Marcos
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Figueroa-López, José E.
3
Forde, Martin
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Applied mathematical finance
Finance and stochastics
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International journal of theoretical and applied finance
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Risks : open access journal
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Energy economics
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IMA journal of management mathematics
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A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
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2
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Saved in:
3
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
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