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~isPartOf:"Finance and stochastics"
~person:"Benth, Fred Espen"
~person:"Chang, Chia-Lin"
~person:"McAleer, Michael"
~person:"Touzi, Nizar"
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Search: ("Konjunktur" OR "Rohstoff" OR "Rohstoffpreis") AND NOT isPartOf:Wirtschaftsdienst
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Option pricing theory
4
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4
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3
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3
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2
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Benth, Fred Espen
Chang, Chia-Lin
McAleer, Michael
Touzi, Nizar
Kabanov, Jurij M.
5
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4
Obłój, Jan
4
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Hou, Zhaoxu
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Finance and stochastics
Econometric Institute research papers
28
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16
Energy economics
10
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8
International journal of theoretical and applied finance
5
The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of forecasting
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The interrelationship between financial and energy markets
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Tinbergen Institute Discussion Paper
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Tinbergen Institute Discussion Paper 2018-052/III
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1
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:
2
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
3
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
4
Option hedging for small investors under liquidity costs
Çetin, Umut
;
Soner, Halil Mete
;
Touzi, Nizar
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 317-341
Persistent link: https://www.econbiz.de/10010216487
Saved in:
5
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
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