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~isPartOf:"Applied mathematical finance"
~subject:"Energiemarkt"
~subject:"Wetter"
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Benth, Fred Espen
5
Sabino, Piergiacomo
3
Alaton, Peter
1
Alexandridis, A.
1
Barth, Andrea
1
Cufaro Petroni, Nicola
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Djehiche, Boualem
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Applied mathematical finance
Energy economics
55
Agricultural finance review
13
The journal of futures markets
13
SFB 649 discussion paper
12
International Journal of Energy Economics and Policy : IJEEP
11
International journal of theoretical and applied finance
9
Journal of banking & finance
9
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9
International Journal of Financial Studies : open access journal
6
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The professional risk managers' guide to the energy market
5
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Asia-Pacific financial markets
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European journal of operational research : EJOR
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Journal of risk finance : the convergence of financial products and insurance
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Pacific-Basin finance journal
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Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, Marktforschung und Agrarpolitik
3
Insurance / Mathematics & economics
3
Risk management in commodity markets : from shipping to agricuturals and energy
3
Working paper / National Bureau of Economic Research, Inc.
3
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Aachener Beiträge zur Energieversorgung : ABEV
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American journal of agricultural economics
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CEFS working paper series / Center for Entrepreneurial and Financial Studies (CEFS), TUM Business School, Technische Universität München
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Comparative economic research : Central and Eastern Europe
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
12
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1
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
Saved in:
2
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
3
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
4
Exact simulation of variance gamma-related OU processes : application to the pricing of energy derivatives
Sabino, Piergiacomo
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 207-227
Persistent link: https://www.econbiz.de/10012315167
Saved in:
5
On modelling and pricing rainfall derivatives with seasonality
Leobacher, Gunther
;
Ngare, Philip
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 71-91
Persistent link: https://www.econbiz.de/10009154421
Saved in:
6
Hedging of spatial temperature risk with market-traded
futures
Barth, Andrea
;
Benth, Fred Espen
;
Potthoff, Jürgen
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 93-117
Persistent link: https://www.econbiz.de/10009155488
Saved in:
7
Energy
futures
prices : term structure models with Kalman filter estimation
Manoliu, Mihaela
;
Tompaidis, Stathis
- In:
Applied mathematical finance
9
(
2002
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10001685152
Saved in:
8
Modelling the temperature time-dependent speed of mean reversion in the context of weather derivatives pricing
Zapranis, Achilleas
;
Alexandridis, A.
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 355-386
Persistent link: https://www.econbiz.de/10003751370
Saved in:
9
Stochastic modelling of temperature variations with a view towards weather derivatives
Benth, Fred Espen
;
Šaltyté-Benth, Jūraté
- In:
Applied mathematical finance
12
(
2005
)
1
,
pp. 53-85
Persistent link: https://www.econbiz.de/10002727063
Saved in:
10
On arbitrage-free pricing of weather derivatives based on fractional Brownian motion
Benth, Fred Espen
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 302-324
Persistent link: https://www.econbiz.de/10001864238
Saved in:
1
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