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Option pricing under time-varying risk-aversion with applications to risk forecasting
Online Contents | 2017| -
Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope
Online Contents | 2010| -
Structural Electricity Models and Asymptotically Normal Estimators to Quantify Parameter Risk
Taylor & Francis Verlag | 2019| -
Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model
Free accessSpringer Verlag | 2015| -
Option pricing under time-varying risk-aversion with applications to risk forecasting
British Library Online Contents | 2017| -
Econometric analysis of 15-minute intraday electricity prices
British Library Online Contents | 2017|
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