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Derivat
41
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14
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Benth, Fred Espen
Fabozzi, Frank J.
145
Weber, Martin
122
McAleer, Michael
108
Menkhoff, Lukas
99
Massa, Massimo
90
Lien, Da-hsiang Donald
82
Hirshleifer, David
78
Theissen, Erik
75
Mitchell, Olivia S.
73
Oehler, Andreas
69
Chiarella, Carl
66
Hull, John
66
Ryu, Doojin
65
Shiller, Robert J.
64
Joshi, Mark S.
62
Kumar, Alok
62
Härdle, Wolfgang
59
Stulz, René M.
57
Kirchler, Michael
56
Pesaran, M. Hashem
55
Campbell, John Y.
54
Hens, Thorsten
54
Lo, Andrew W.
54
Caporale, Guglielmo Maria
52
Kempf, Alexander
52
Subrahmanyam, Avanidhar
50
Goetzmann, William N.
49
Jarrow, Robert A.
49
Koopman, Siem Jan
49
Stein, Jeremy C.
49
Broll, Udo
48
Lusardi, Annamaria
48
Chang, Chia-Lin
47
Dijk, Herman K. van
47
Frino, Alex
47
Kapetanios, George
47
Maurer, Raimond
47
Faff, Robert W.
45
Georgarakos, Dimitris
45
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Applied mathematical finance
6
International journal of theoretical and applied finance
6
Energy economics
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
Advanced series on statistical science & applied probability
1
Advanced series on statistical science and applied probability
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
CREATES research paper
1
IMA journal of management mathematics
1
Journal of commodity markets
1
Mathematics and financial economics
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
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The interrelationship between financial and energy markets
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ECONIS (ZBW)
45
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1
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:
2
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:
3
Volatility and liquidity on high-frequency electricity
futures
markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
4
Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets
Benth, Fred Espen
;
Dahl, Lars O.
;
Hvistendahl Karlsen, …
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 865-884
Persistent link: https://www.econbiz.de/10001862191
Saved in:
5
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:
6
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:
7
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
Saved in:
8
Special issue: weather derivatives
Benth, Fred Espen
(
ed.
)
-
2018
Persistent link: https://www.econbiz.de/10012001956
Saved in:
9
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
10
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:
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