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~person:"Benth, Fred Espen"
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Derivat
41
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41
Option pricing theory
38
Optionspreistheorie
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Benth, Fred Espen
Sethi, Suresh
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Caporale, Guglielmo Maria
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Madan, Dilip B.
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Roventini, Andrea
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Härdle, Wolfgang
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91
Diebold, Francis X.
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Afonso, António
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Cui, Zhenyu
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76
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73
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73
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71
Napoletano, Mauro
66
Schoutens, Wim
65
Ewald, Christian-Oliver
64
Shiller, Robert J.
63
Førsund, Finn R.
62
Lien, Da-hsiang Donald
62
Till, Hilary
62
Funke, Michael
61
Yang, Zaifu
61
Bollerslev, Tim
60
Boyarchenko, Svetlana
60
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60
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60
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School of Economics and Management, University of Aarhus
2
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International journal of theoretical and applied finance
10
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7
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5
Finance and stochastics
5
Advanced series on statistical science & applied probability
3
CREATES Research Papers
2
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2
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2
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2
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1
Advanced Series on Statistical Science and Applied Probability Ser.
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advanced series on statistical science and applied probability
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
CREATES Research Paper 2010-18
1
CREATES research paper
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Digital finance : smart data analytics, investment innovation, and financial technology
1
IMA journal of management mathematics
1
Journal of banking & finance
1
Journal of commodity markets
1
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1
Lecture notes in mathematics : a collection of informal reports and seminars
1
Mathematics and financial economics
1
Paris Princeton lectures on mathematical 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
Review of development finance
1
SFB 649 Discussion Paper 2009-046
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
73
RePEc
4
Showing
1
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10
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77
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1
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:
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
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:
4
Pricing options on flow forwards by neural networks in Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
-
2022
efficiency
, with superior performance over that of a classical neural net trained on sampling the term structure curves …
Persistent link: https://www.econbiz.de/10013295553
Saved in:
5
Analytical approximation for the price dynamics of spark spread options
Benth, Fred Espen
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003559113
Saved in:
6
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:
7
Pricing of basket options using univariate normal inverse Gaussian approximations
Benth, Fred Espen
;
Henriksen, Pål Nicolai
- In:
Journal of forecasting
30
(
2011
)
3
,
pp. 355-376
Persistent link: https://www.econbiz.de/10009233877
Saved in:
8
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:
9
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:
10
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:
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