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~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
~isPartOf:"International review of financial analysis"
~person:"Benth, Fred Espen"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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Option Prices with Stochastic...
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Benth, Fred Espen
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
International review of financial analysis
International journal of theoretical and applied finance
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Journal of banking & finance
6
Applied mathematical finance
5
Finance and stochastics
4
Energy economics
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Review of derivatives research
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Geneva papers on risk and insurance theory
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Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions -Derivatives
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Australian journal of management
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Banking review
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Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
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Computational Management Science : CMS
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Digital finance : smart data analytics, investment innovation, and financial technology
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European finance review : the official journal of the European Finance Association
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Lecture notes in mathematics : a collection of informal reports and seminars
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Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
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2
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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