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Review of derivatives research
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Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes
Torricelli, Lorenzo
- In:
Review of derivatives research
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011742279
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Joint econometric modeling of spot electricity prices, forwards and options
Monfort, Alain
;
Féron, Olivier
- In:
Review of derivatives research
15
(
2012
)
3
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pp. 217-256
Persistent link: https://www.econbiz.de/10009709687
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