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~person:"Benth, Fred Espen"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
~subject:"Risiko"
~subject:"Stochastic process"
~type_genre:"Book section"
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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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Asset prices and the level of background risk
Franke, Günter
;
Stapleton, Richard C.
;
Subrahmanyam, …
- In:
Beiträge zur Mikro- und zur Makroökonomik : …
,
(pp. 157-171)
.
2001
Persistent link: https://www.econbiz.de/10014553662
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