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~person:"Barbachan, José Santiago Fajardo"
~person:"Benth, Fred Espen"
~person:"Chang, Chuang-chang"
~person:"Lee, Hangsuck"
~person:"Perrakis, Stylianos"
~type_genre:"Konferenzbeitrag"
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Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
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Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
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