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~person:"Benth, Fred Espen"
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Stochastic process
37
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14
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14
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Benth, Fred Espen
McAleer, Michael
105
Phillips, Peter C. B.
75
Koopman, Siem Jan
70
Sethi, Suresh
65
Chiarella, Carl
57
Stein, Jerome L.
54
Platen, Eckhard
53
Ferrari, Giorgio
51
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Asai, Manabu
42
Post, Thierry
41
Takahashi, Akihiko
41
Yu, Jun
40
Gao, Jiti
39
Madan, Dilip B.
38
Fabozzi, Frank J.
37
Shephard, Neil G.
37
Chan, Joshua
36
Feichtinger, Gustav
35
Boucekkine, Raouf
34
Todorov, Viktor
34
Escobar, Marcos
33
Linton, Oliver
33
Hainaut, Donatien
32
Elliott, Robert J.
31
Kohlmann, Michael
30
Gendreau, Michel
29
Gil-Alaña, Luis A.
29
Račev, Svetlozar T.
29
Wong, Hoi Ying
29
Clark, Todd E.
28
Siu, Tak Kuen
28
Carr, Peter
27
Seierstad, Atle
27
Wong, Wing Keung
27
Batabyal, Amitrajeet A.
26
Bayraktar, Erhan
26
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International journal of theoretical and applied finance
4
Energy economics
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
Applied mathematical finance
2
CREATES research paper
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
IMA journal of management mathematics
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 journal of energy markets
1
Universitext
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ECONIS (ZBW)
37
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1
Optimal management of green certificates in the Swedish-Norwegian market
Benth, Fred Espen
;
Eriksson, Marcus
;
Westgaard, Sjur
- In:
The journal of energy markets
10
(
2017
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011999418
Saved in:
2
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:
3
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:
4
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:
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
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
- In:
Advanced mathematical methods for finance
,
(pp. 35-74)
.
2011
Persistent link: https://www.econbiz.de/10008991339
Saved in:
7
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:
8
Forward prices in markets driven by continuous-time autoregressive processes
Benth, Fred Espen
;
Blanco, Ana Solanilla
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 1-24)
.
2014
Persistent link: https://www.econbiz.de/10010359912
Saved in:
9
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:
10
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:
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