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~isPartOf:"Applied mathematical finance"
~isPartOf:"Working papers"
~person:"Benth, Fred Espen"
~person:"Sircar, Kaushik Ronnie"
~subject:"Schätzung"
~subject:"Spot market"
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Benth, Fred Espen
Sircar, Kaushik Ronnie
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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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A non-Gaussian-Ornstein-Uhlenbeck process for electricity spot price modeling and derivatives pricing
Benth, Fred Espen
;
Kallsen, Jan
;
Meyer-Brandis, Thilo
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003542981
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