//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
~isPartOf:"Energy economics"
~person:"Benth, Fred Espen"
~person:"Bouzianis, George"
~person:"Koopman, Siem Jan"
~person:"Koskela, Erkki"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Stochastisches Modell "
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
6
Stochastischer Prozess
6
Derivat
3
Derivative
3
Option pricing theory
3
Optionspreistheorie
3
Time series analysis
3
Zeitreihenanalyse
3
Electric power industry
2
Elektrizitätswirtschaft
2
Hedging
2
Brownian motion
1
CARMA model
1
CARMA processes
1
Climate protection
1
Commodity derivative
1
Continuous time linear model
1
Deutschland
1
Electricity futures prices
1
Electricity price
1
Electricity spot prices
1
Electricity transport
1
Emission reduction
1
Emissions trading
1
Emissionshandel
1
Erneuerbare Energie
1
Germany
1
Greenhouse gas emissions
1
Half life
1
Incomplete market
1
Incomplete markets
1
Klimaschutz
1
Lévy measures
1
Lévy process
1
Lévy processes
1
Lévy-Ito processes
1
Martingal
1
Martingale
1
Mean reversion
1
Norway
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Benth, Fred Espen
Bouzianis, George
Koopman, Siem Jan
Koskela, Erkki
Eberlein, Ernst
4
Sabino, Piergiacomo
4
Sircar, Kaushik Ronnie
4
Baum, Christopher F.
3
Chiarella, Carl
3
Escobar, Marcos
3
Zagst, Rudi
3
Zerilli, Paola
3
Cheang, Gerald H. L.
2
Chen, Liyuan
2
Cortazar, Gonzalo
2
DiLellio, James A.
2
Dyer, James S.
2
Elliott, Robert J.
2
Fouque, Jean-Pierre
2
Gardini, Matteo
2
Guéant, Olivier
2
Götz, Barbara
2
Hahn, Warren J.
2
Hess, Markus
2
Hunt, Lester C.
2
Ignatieva, Ekaterina
2
Jaimungal, Sebastian
2
Keles, Dogan
2
Li, Y. P.
2
Mai, Jan-Frederik
2
Olsina, Fernando
2
Oosterlee, Cornelis Willebrordus
2
Schmeck, Maren Diane
2
Siu, Tak Kuen
2
Virbickaitė, Audronė
2
Weijde, Adriaan Hendrik van der
2
Yamazaki, Akira
2
Abate, Arega Getaneh
1
Abrell, Jan
1
Aguilar, Jean-Philippe
1
Ahlip, Rehez
1
Ahn, Hyungsok
1
Aihara, Shinichi
1
more ...
less ...
Published in...
All
Applied mathematical finance
Energy economics
Discussion paper / Tinbergen Institute
39
International journal of theoretical and applied finance
5
CESifo working papers
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Finance and stochastics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Tinbergen Institute Discussion Paper
3
Advanced series on statistical science & applied probability
2
CREATES research paper
2
Discussion papers / Department of Economics, University of Helsinki
2
Econometric reviews
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Advanced Series on Statistical Science and Applied Probability Ser
1
Advanced mathematical methods for finance
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
CREATES Research Paper 2010-17
1
CREATES Research Paper 2010-18
1
Discussion paper / Faculty of Social Sciences, Department of Economics, University of Helsinki
1
Discussion paper series / LSE Financial Markets Group
1
Handbook of financial time series
1
IMA journal of management mathematics
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
1
Mathematics and financial economics
1
Natural resource modeling : the official journal of the Resource Modeling Association
1
Quantitative finance
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
Risks : open access journal
1
The journal of energy markets
1
Tinbergen Institute Discussion Paper 11-175/5/DSF28
1
Tinbergen Institute Discussion Paper 14-071/III
1
Tinbergen Institute Discussion Paper 14-103/III
1
Tinbergen Institute Discussion Paper 14-118/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A stochastic study of carbon emission reduction from electrification and interconnecting cable utilization : the Norway and Germany case
Schrader, Simon Elias
;
Benth, Fred Espen
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477471
Saved in:
2
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
3
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
4
On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets
Benth, Fred Espen
;
Che Mohd Imran Che Taib
- In:
Energy economics
40
(
2013
),
pp. 259-268
Persistent link: https://www.econbiz.de/10010349561
Saved in:
5
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
Saved in:
6
On arbitrage-free pricing of weather derivatives based on fractional Brownian motion
Benth, Fred Espen
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 302-324
Persistent link: https://www.econbiz.de/10001864238
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->