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~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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Derivat
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2
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2
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Benth, Fred Espen
Kim, Young Shin
Subrahmanyam, Marti G.
Lai, Van Son
3
Xu, Yaofei
3
Yan, Cheng
3
Bastian-Pinto, Carlos de Lamare
2
Brandão, Luiz Eduardo Teixeira
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Energy economics
International review of financial analysis
International journal of theoretical and applied finance
7
Journal of banking & finance
6
Applied mathematical finance
5
Finance and stochastics
4
Review of derivatives research
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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CoFE Discussion Paper
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions -Derivatives
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European finance review : the official journal of the European Finance Association
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IMA journal of management mathematics
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Lecture notes in mathematics : a collection of informal reports and seminars
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1
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
2
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
3
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
4
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
Saved in:
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