//--> //--> //-->
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:"CREATES research paper"
~isPartOf:"IMA journal of management mathematics"
~subject:"Spotmarkt"
~subject:"Stochastischer Prozess"
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: "Benth, Fred Espen"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Spotmarkt
Stochastischer Prozess
Stochastic process
3
Modellierung
2
Scientific modelling
2
Theorie
2
Theory
2
Analysis
1
Cargo shipping
1
Derivat
1
Derivative
1
Electric power industry
1
Electricity
1
Electricity price
1
Elektrizität
1
Elektrizitätswirtschaft
1
Energiepreis
1
Energy price
1
Frachtrate
1
Frachtschifffahrt
1
Freight rate
1
Lévy processes
1
Martingal
1
Martingale
1
Mathematical analysis
1
Option pricing theory
1
Optionspreistheorie
1
Risikomaß
1
Risk measure
1
Spot market
1
Strompreis
1
Time series analysis
1
Value-at-Risk
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
additive processes
1
autoregressive moving average time series
1
energy quanto options
1
freight market
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
3
Author
All
Benth, Fred Espen
3
Barndorff-Nielsen, Ole E.
2
Veraart, Almut E. D.
2
Koekebakker, Steen
1
Taib, Che Mohd Imran Che
1
Published in...
All
CREATES research paper
IMA journal of management mathematics
Energy economics
6
International journal of theoretical and applied finance
4
Applied mathematical finance
3
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Advanced series on statistical science & applied probability
2
Journal of banking & finance
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
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
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 interrelationship between financial and energy markets
1
The journal of energy markets
1
Universitext
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
Saved in:
2
Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959807
Saved in:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->