scientific article; zbMATH DE number 6689556

MaRDI QIDQ2965091zbMATH OpenFDO

Authors Fred Espen Benth

Publication date 27 February 2017

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Geostatistics (86A32)

Cited in

(1)

• Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework

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