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The Derivatives Market in Sout...
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Benth, Fred Espen
Gupta, Rangan
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Bhorat, Haroon
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84
Fabozzi, Frank J.
75
Aron, Janine
65
Leibbrandt, Murray V.
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Fourie, Johan
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Hull, John
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Woolard, Ingrid
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55
Berg, Servaas van der
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Case, Anne
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Muellbauer, John
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Phiri, Andrew
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Lien, Da-hsiang Donald
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Applied mathematical finance
6
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5
International journal of theoretical and applied finance
5
Finance and stochastics
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
1
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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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ECONIS (ZBW)
41
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1
Pricing of exotic energy derivatives based on arithmetic spot models
Benth, Fred Espen
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 491-506
Persistent link: https://www.econbiz.de/10003879078
Saved in:
2
Pricing of Asian temperature risk
Benth, Fred Espen
;
Härdle, Wolfgang
;
Cabrera, Brenda López
-
2009
weather
derivative
market does not exist. The findings support theoretical results of reverse relation between MPR and …
Persistent link: https://www.econbiz.de/10003893132
Saved in:
3
A quasi-Monte Carlo algorithm for the normal inverse Gaussian distribution and valuation of financial derivatives
Benth, Fred Espen
;
Groth, Martin
;
Kettler, Paul C.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 843-867
Persistent link: https://www.econbiz.de/10003380284
Saved in:
4
Modelling electricity forward markets by ambit fields
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10008651704
Saved in:
5
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:
6
Pricing of temperature index insurance
Che Taib, Che Mohd Imran
;
Benth, Fred Espen
- In:
Review of development finance
2
(
2012
)
1
,
pp. 22-31
Persistent link: https://www.econbiz.de/10009579935
Saved in:
7
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:
8
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
9
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
10
Modeling and pricing in financial markets for weather derivatives
Benth, Fred Espen
;
Saltyte Benth, Jurate
-
2013
Persistent link: https://www.econbiz.de/10009718581
Saved in:
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