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Benth, Fred Espen
Koekebakker, Steen
20
Kiesel, Rüdiger
12
Barndorff-Nielsen, Ole E.
11
Reikvam, Kristin
11
Veraart, Almut E. D.
8
Groth, Martin
7
BENTH, FRED ESPEN
6
Benth, Fred
6
Cartea, Álvaro
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Karlsen, Kenneth Hvistendahl
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Kiesel, Ruediger
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Meyer-Brandis, Thilo
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Proske, Frank
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Saltyte Benth, Jurate
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Biegler-König, Richard
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Detering, Nils
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Kufakunesu, Rodwell
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Lempa, Jukka
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Veraart, Almut
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Benth, Fred E.
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Christensen, Troels Sønderby
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Di Nunno, Giulia
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Hvistendahl Karlsen, Kenneth
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Nazarova, Anna
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Šaltytė Benth, Jūratė
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3
Cabrera, Brenda López
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Dahl, Geir
3
Ekeland, Lars
3
Erlwein, Christina
3
Frestad, Dennis
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Hauge, Ragnar
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Henriksen, Pål Nicolai
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Kallsen, Jan
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of development finance
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Advanced Series on Statistical Science and Applied Probability Ser.
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Digital finance : smart data analytics, investment innovation, and financial technology
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ECONIS (ZBW)
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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:
2
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
3
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:
4
Option theory with stochastic analysis : an introduction to mathematical finance
Benth, Fred Espen
-
2004
Persistent link: https://www.econbiz.de/10001786485
Saved in:
5
The stochastic volatility model of Barndorff-Nielsen and Shephard in commodity markets
Benth, Fred Espen
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 595-625
Persistent link: https://www.econbiz.de/10009311688
Saved in:
6
On forward price modeling in power markets
Benth, Fred Espen
- In:
Alternative investments and strategies : credit, …
,
(pp. 93-122)
.
2010
Persistent link: https://www.econbiz.de/10008655206
Saved in:
7
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
8
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
9
Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
10
Calibration of temperature futures by changing the mean reversion
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
The journal of energy markets
10
(
2017
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011999391
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