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~isPartOf:"International journal of theoretical and applied finance"
~person:"Benth, Fred Espen"
~person:"Fusai, Gianluca"
~person:"Løchte Jørgensen, Peter"
~person:"Perrakis, Stylianos"
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Benth, Fred Espen
Fusai, Gianluca
Løchte Jørgensen, Peter
Perrakis, Stylianos
Levendorskij, Sergej Z.
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International journal of theoretical and applied finance
European journal of operational research : EJOR
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Finance and stochastics
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Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
2
Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets
Benth, Fred Espen
;
Dahl, Lars O.
;
Hvistendahl Karlsen, …
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 865-884
Persistent link: https://www.econbiz.de/10001862191
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