//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Benth, Fred Espen"
~subject:"Derivat"
~type_genre:"Book section"
~type_genre:"Glossary included"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Optionspreismodell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Option pricing theory
2
Optionspreistheorie
2
2006-2008
1
Cointegration
1
Commodity derivative
1
Derivative
1
Deutschland
1
Electricity price
1
Energiehandel
1
Energy trade
1
Estimation
1
Fourier transform
1
Futures
1
Germany
1
Heath-Jarrow-Morton modeling
1
Kointegration
1
Lévy processes
1
Option trading
1
Optionsgeschäft
1
Ornstein-Uhlenbeck processes
1
Quanto options
1
Rohstoffderivat
1
Schätzung
1
Spot market
1
Spotmarkt
1
Spread options
1
Stochastic process
1
Stochastischer Prozess
1
Strompreis
1
Time series analysis
1
Volatility
1
Volatilität
1
Yield curve
1
Zeitreihenanalyse
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Book section
Glossary included
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
1
Aufsatz im Buch
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
1
Author
All
Benth, Fred Espen
Hull, John
12
Chance, Don M.
3
Steiner, Manfred
3
Bellalah, Mondher
2
Brooks, Robert
2
Deutsch, Hans-Peter
2
Fabozzi, Frank J.
2
Kallsen, Jan
2
Levin, Alexander
2
MacKenzie, Donald A.
2
Mader, Wolfgang
2
Wagner, Marc
2
Amir-Atefi, Keyvan
1
Arnold, Tom
1
Barrieu, Pauline
1
Basermann, A.
1
Baxter, Martin
1
Bearse, Peter M.
1
Bensoussan, Alain
1
Bernhart, Marie
1
Bielecki, Tomasz R.
1
Breitner, Michael H.
1
Brigo, Damiano
1
Broadie, Mark
1
Chen, Mark Ke
1
Chen, R. W.
1
Chiarella, Carl
1
Choudhry, Moorad
1
Clewlow, Les
1
Crack, Timothy Falcon
1
D'Souza, Dylan
1
Davis, Mark H. A.
1
Detemple, Jérôme B.
1
Dym, Steven I.
1
Eales, Brian
1
El Karoui, Nicole
1
Feng, Liming
1
Glau, Kathrin
1
Grbac, Zorana
1
more ...
less ...
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->