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Theorie
75
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74
Optionspreistheorie
58
Option pricing theory
57
Stochastic process
46
Stochastischer Prozess
46
Derivat
45
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45
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38
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38
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23
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23
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21
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20
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20
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19
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19
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19
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18
Wetter
18
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17
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16
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16
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15
Optionsgeschäft
15
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15
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15
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13
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12
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12
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10
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180
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132
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Benth, Fred Espen
191
Deelstra, Griselda
89
Vanmaele, Michèle
23
Koekebakker, Steen
20
Grasselli, Martino
16
Rayée, Grégory
14
Kiesel, Rüdiger
12
Barndorff-Nielsen, Ole E.
11
Deelstra, G.
11
Dhaene, Jan
11
Reikvam, Kristin
11
Koehl, Pierre-François
10
Veraart, Almut E. D.
8
BENTH, FRED ESPEN
6
Benth, Fred
6
Cartea, Álvaro
6
Delbaen, Freddy
6
Karlsen, Kenneth Hvistendahl
6
Kiesel, Ruediger
6
Meyer-Brandis, Thilo
6
Saltyte Benth, Jurate
6
Vanmaele, M.
6
Biegler-König, Richard
5
Darkiewicz, Grzegorz
5
Detering, Nils
5
Groth, Martin
5
Hainaut, Donatien
5
Heyman, Dries
5
Hoedemakers, Tom
5
Kufakunesu, Rodwell
5
Lempa, Jukka
5
Ortiz-Latorre, Salvador
5
Proske, Frank
5
Saltyte-Benth, Jurate
5
Veraart, Almut
5
Benth, Fred E.
4
Christensen, Troels Sønderby
4
Di Nunno, Giulia
4
Hieber, Peter
4
Hvistendahl Karlsen, Kenneth
4
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
16
arXiv.org
11
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3
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Centre for Advanced Studies <Oslo>
1
Conference on Stochastics of Environmental and Financial Economics <2., 2015, Oslo>
1
Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica
1
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
1
Faculteit Economie en Bedrijfskunde, Universiteit Gent
1
International Actuarial Association / Actuarial Studies in Non-Life Insurance
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
World Scientific Publishing Co. Pte. Ltd.
1
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Energy economics
21
ULB Institutional Repository
16
Applied mathematical finance
15
International journal of theoretical and applied finance
14
Finance and stochastics
12
Papers / arXiv.org
11
Insurance / Mathematics & economics
10
Insurance: Mathematics and Economics
9
Energy Economics
8
Applied Mathematical Finance
7
International Journal of Theoretical and Applied Finance (IJTAF)
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Quantitative finance
5
European journal of operational research : EJOR
4
Finance and Stochastics
4
Journal of banking & finance
4
The journal of energy markets
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
Advanced series on statistical science & applied probability
3
CREATES Research Papers
3
CREATES research paper
3
Journal of economic dynamics & control
3
Advanced mathematical methods for finance
2
Astin bulletin : the journal of the International Actuarial Association
2
Finance : revue de l'Association Française de Finance
2
Journal of Applied Statistics
2
Journal of Economic Dynamics and Control
2
Journal of Risk & Insurance
2
Journal of forecasting
2
Mathematical Finance
2
Mathematics and financial economics
2
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2
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
Review of development finance
2
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2
Risks : open access journal
2
Studies in Nonlinear Dynamics & Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The energy journal
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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ECONIS (ZBW)
167
RePEc
93
OLC EcoSci
44
EconStor
4
USB Cologne (EcoSocSci)
2
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1
BASE
1
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41
HMM filtering and parameter estimation of an electricity spot price model
Erlwein, Christina
;
Benth, Fred Espen
;
Mamon, Rogemar
- In:
Energy economics
32
(
2010
)
5
,
pp. 1034-1043
Persistent link: https://www.econbiz.de/10008934330
Saved in:
42
Dynamic pricing of wind futures
Benth, Fred Espen
;
Saltyte Benth, Jurate
- In:
Energy economics
31
(
2009
)
1
,
pp. 16-24
Persistent link: https://www.econbiz.de/10003803647
Saved in:
43
Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes
Benth, Fred Espen
;
Blanco, Sara Ana Solanilla
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011403202
Saved in:
44
A change of measure preserving the affine structure in the Barndorff-Nielsen and Shephard model for commodity markets
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011403907
Saved in:
45
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:
46
The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps
Benth, Fred Espen
;
Meyer-Brandis, Thilo
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 563-575
Persistent link: https://www.econbiz.de/10003133280
Saved in:
47
Stochastic modelling of temperature variations with a view towards weather derivatives
Benth, Fred Espen
;
Šaltyté-Benth, Jūraté
- In:
Applied mathematical finance
12
(
2005
)
1
,
pp. 53-85
Persistent link: https://www.econbiz.de/10002727063
Saved in:
48
Optimal portfolio selection with consumtion and nonlinear integro-differential equations with gradient constraint : a viscosity solution approach
Benth, Fred Espen
;
Karlsen, Kenneth Hvistendahl
; …
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 275-303
Persistent link: https://www.econbiz.de/10001599263
Saved in:
49
A note on portfolio management under non-Gaussian logreturns
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 711-731
Persistent link: https://www.econbiz.de/10001612203
Saved in:
50
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10001614597
Saved in:
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