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~subject:"Volatilität"
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Subject
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Volatilität
Theorie
61
Theory
61
Derivat
45
Derivative
45
Option pricing theory
40
Optionspreistheorie
40
Stochastic process
37
Stochastischer Prozess
37
Volatility
32
Hedging
25
Electric power industry
23
Elektrizitätswirtschaft
23
Energiemarkt
23
Energy market
23
Risk premium
20
Electricity price
19
Strompreis
19
Risikoprämie
17
Weather
17
Wetter
17
Commodity derivative
14
Rohstoffderivat
14
Time series analysis
14
Zeitreihenanalyse
14
Electricity
13
Option trading
13
Optionsgeschäft
13
Elektrizität
12
Risk
12
Portfolio selection
11
Portfolio-Management
11
Risiko
10
Spot market
10
Spotmarkt
10
Yield curve
10
Zinsstruktur
10
Energiehandel
9
Energy trade
9
Statistical distribution
9
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Free
9
Undetermined
9
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Article
25
Book / Working Paper
7
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Article in journal
23
Aufsatz in Zeitschrift
23
Aufsatz im Buch
2
Book section
2
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
Working Paper
1
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Language
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English
32
Author
All
Benth, Fred Espen
30
Koekebakker, Steen
4
Groth, Martin
3
Pircalabu, Anca
3
Felten, Björn
2
Khedher, Asma
2
Kiesel, Rüdiger
2
Kremer, Marcel
2
Paraschiv, Florentina
2
Andresen, Arne
1
Barndorff-Nielsen, Ole E.
1
Beisland, Leif Atle
1
Christensen, Troels Sønderby
1
Di Nunno, Giulia
1
Di Persio, Luca
1
Frestad, Dennis
1
Hvistendahl Karlsen, Kenneth
1
Kettler, Paul C.
1
Kiesel, Ruediger
1
Krühner, Paul
1
Kufakunesu, Rodwell
1
Kutrolli, Gleda
1
Lavagnini, Silvia
1
Lien, Gudbrand
1
Lindberg, Carl
1
Meyer-Brandis, Thilo
1
Nazarova, Anna
1
Ollmar, Fridthjof
1
Ortiz-Latorre, Salvador
1
Piccirilli, Marco
1
Reikvam, Kristin
1
Schmeck, Maren Diane
1
Stefani, Silvana
1
Taib, Che Mohd Imran Che
1
Vanmaele, Michèle
1
Vargiolu, Tiziano
1
Veraart, Almut
1
Vos, Linda
1
Zakamulin, Valeriy
1
Zdanowicz, Hanna
1
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International journal of theoretical and applied finance
6
Applied mathematical finance
2
Energy economics
2
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Risks : open access journal
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
American journal of agricultural economics
1
IMA journal of management mathematics
1
Journal of banking & finance
1
Mathematics and financial economics
1
Quantitative finance
1
Review of derivatives research
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working paper
1
Working papers on finance
1
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ECONIS (ZBW)
32
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1
Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation
Benth, Fred Espen
;
Koekebakker, Steen
;
Ollmar, Fridthjof
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 52-66
Persistent link: https://www.econbiz.de/10003611427
Saved in:
2
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
3
Stochastic dynamical modelling of spot freight rates
Benth, Fred Espen
;
Koekebakker, Steen
;
Taib, Che Mohd …
- In:
IMA journal of management mathematics
26
(
2015
)
3
,
pp. 273-297
Persistent link: https://www.econbiz.de/10011405425
Saved in:
4
How fair-value accounting can influence firm hedging
Beisland, Leif Atle
;
Frestad, Dennis
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 193-217
Persistent link: https://www.econbiz.de/10009774393
Saved in:
5
Volatility and price jumps in agricultural futures prices : evidence from wheat options
Koekebakker, Steen
;
Lien, Gudbrand
- In:
American journal of agricultural economics
86
(
2004
)
4
,
pp. 1018-1031
Persistent link: https://www.econbiz.de/10002388555
Saved in:
6
On forward price modeling in power markets
Benth, Fred Espen
- In:
Alternative investments and strategies : credit, …
,
(pp. 93-122)
.
2010
Persistent link: https://www.econbiz.de/10008655206
Saved in:
7
The stochastic volatility model of Barndorff-Nielsen and Shephard in commodity markets
Benth, Fred Espen
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 595-625
Persistent link: https://www.econbiz.de/10009311688
Saved in:
8
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:
9
A quasi-Monte Carlo algorithm for the normal inverse Gaussian distribution and valuation of financial derivatives
Benth, Fred Espen
;
Groth, Martin
;
Kettler, Paul C.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 843-867
Persistent link: https://www.econbiz.de/10003380284
Saved in:
10
Valuing volatility and variance swaps for a non-Gaussian Ornstein-Uhlenbeck stochastic volatility model
Benth, Fred Espen
;
Groth, Martin
;
Kufakunesu, Rodwell
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10003543050
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