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~person:"Benth, Fred Espen"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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Option Prices with Stochastic...
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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A new tempered stable distribution and its application to finance
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 77-109)
.
2008
Persistent link: https://www.econbiz.de/10003781614
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2
A modified tempered stable distribution with volatility clustering
Kim, Young Shin
;
Račev, Svetlozar T.
;
Chung, Dong Myung
; …
- In:
New developments in financial modelling
,
(pp. 344-365)
.
2008
Persistent link: https://www.econbiz.de/10003981863
Saved in:
3
Pricing futures and options in electricity markets
Benth, Fred Espen
;
Schmeck, Maren Diane
- In:
The interrelationship between financial and energy markets
,
(pp. 233-260)
.
2014
Persistent link: https://www.econbiz.de/10010411140
Saved in:
4
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:
5
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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