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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working papers"
~person:"Benth, Fred Espen"
~person:"Sircar, Kaushik Ronnie"
~subject:"Schätzung"
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Schätzung
Option pricing theory
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Optionspreistheorie
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Derivat
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Derivative
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Volatility
4
Volatilität
4
Risikoprämie
3
Risk premium
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Stochastic process
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Stochastischer Prozess
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Commodity derivative
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Optionsgeschäft
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Rohstoffderivat
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Spotmarkt
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Electric power industry
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Electricity
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Elektrizität
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Elektrizitätswirtschaft
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Exchange-traded funds
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Hedging
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Index derivative
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Indexderivat
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Ornstein-Uhlenbeck process
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Price forward curves
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Risiko
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Benth, Fred Espen
Sircar, Kaushik Ronnie
Prokopczuk, Marcel
2
Andreou, Panayiotis C.
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Arismendi Zambrano, Juan Carlos
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Back, Janis
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Applied mathematical finance
Journal of banking & finance
Working papers
The interrelationship between financial and energy markets
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A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
2
Implied volatility of leveraged ETF options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
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