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~isPartOf:"CREATES research paper"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Stochastic process
5
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5
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2
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2
Portfolio-Management
2
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2
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Benth, Fred Espen
5
Barndorff-Nielsen, Ole E.
2
Veraart, Almut E. D.
2
Di Nunno, Giulia
1
Hvistendahl Karlsen, Kenneth
1
Løkka, Arne
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Proske, Frank
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CREATES research paper
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
4
Energy economics
3
Finance and stochastics
3
Advanced series on statistical science & applied probability
2
Applied mathematical finance
2
Advanced Series on Statistical Science and Applied Probability Ser
1
Advanced mathematical methods for finance
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
CREATES Research Paper 2010-17
1
CREATES Research Paper 2010-18
1
IMA journal of management mathematics
1
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
1
Mathematics and financial economics
1
Quantitative finance
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
Risks : open access journal
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The journal of energy markets
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Universitext
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ECONIS (ZBW)
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Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
Saved in:
2
Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959807
Saved in:
3
The stochastic volatility model of Barndorff-Nielsen and Shephard in commodity markets
Benth, Fred Espen
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 595-625
Persistent link: https://www.econbiz.de/10009311688
Saved in:
4
Explicit representation of the minimal variance portfolio in markets driven by Lévy processes
Benth, Fred Espen
;
Di Nunno, Giulia
;
Løkka, Arne
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001765640
Saved in:
5
Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
2
,
pp. 215-244
Persistent link: https://www.econbiz.de/10001765678
Saved in:
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