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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Volatilität"
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Volatilität
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Option pricing theory
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Optionspreistheorie
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Schmeck, Maren Diane
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International journal of theoretical and applied finance
Energy economics
59
International Journal of Energy Economics and Policy : IJEEP
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Discussion papers in economics, finance and international competitiveness
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Economic modelling
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International review of financial analysis
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International Journal of Financial Studies : open access journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of economics and financial issues : IJEFI
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Journal of banking & finance
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Journal of business economics and management
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of theory and practice
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ADBI Working Paper 1212
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Agricultural economics : the journal of the International Association of Agricultural Economists
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American journal of agricultural economics
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Applied Quantitative Finance
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Applied Quantitative Finance series
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Applied mathematical finance
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Applied quantitative finance series
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Asian Development Bank Economics Working Paper
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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
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2
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
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