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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~person:"Benth, Fred Espen"
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Benth, Fred Espen
Wang, Xingchun
4
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3
Jarrow, Robert A.
3
Kijima, Masaaki
3
Luo, Xingguo
3
Rösch, Daniel
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Applied mathematical finance
Finance research letters
Review of derivatives research
Energy economics
5
International journal of theoretical and applied finance
5
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2
Quantitative finance
2
Risks : open access journal
2
The journal of energy markets
2
Advanced Series on Statistical Science and Applied Probability Ser.
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
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Journal of commodity markets
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Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
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1
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
2
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
3
Hedging of spatial temperature risk with market-traded futures
Barth, Andrea
;
Benth, Fred Espen
;
Potthoff, Jürgen
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 93-117
Persistent link: https://www.econbiz.de/10009155488
Saved in:
4
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:
5
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:
6
A note on arbitrage-free pricing of forward contracts in energy markets
Benth, Fred Espen
;
Ekeland, Lars
;
Hauge, Ragnar
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 325-336
Persistent link: https://www.econbiz.de/10001864254
Saved in:
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