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Stochastic process
Theorie
105
Theory
105
Derivat
55
Derivative
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Volatility
53
Volatilität
53
Option pricing theory
52
Optionspreistheorie
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Stochastischer Prozess
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Electric power industry
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Elektrizitätswirtschaft
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Benth, Fred Espen
37
Cartea, Álvaro
9
Kiesel, Rüdiger
7
Barndorff-Nielsen, Ole E.
5
Koekebakker, Steen
5
Jaimungal, Sebastian
4
Veraart, Almut E. D.
3
Groth, Martin
2
Kremer, Marcel
2
Saltyte Benth, Jurate
2
Sánchez-Betancourt, Leandro
2
Veraart, Almut
2
Vos, Linda
2
Belomestny, Denis
1
Benth, Jurate Saltyte
1
Bhudisaksang, Theerawat
1
Blanco, Ana Solanilla
1
Blanco, Sara Ana Solanilla
1
Che Mohd Imran Che Taib
1
Christensen, Troels Sønderby
1
Detering, Nils
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Di Nunno, Giulia
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Di Persio, Luca
1
Eriksson, Marcus
1
Felten, Björn
1
Galimberti, Luca
1
González-Pedraz, Carlos
1
Green, Rikard
1
Hess, Markus
1
Howison, Sam
1
Hvistendahl Karlsen, Kenneth
1
Kinzebulatov, Damir
1
Klüppelberg, Claudia
1
Kufakunesu, Rodwell
1
Kutrolli, Gleda
1
Larsson, Karl
1
Lavagnini, Silvia
1
Lempa, Jukka
1
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1
Lutz, Matthias
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International journal of theoretical and applied finance
7
Energy economics
4
Finance and stochastics
4
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
Finance and Stochastics
1
IMA journal of management mathematics
1
Kreditrisikomanagement : Portfoliomodelle und Derivate
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
Mathematical finance
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 computational finance
1
The journal of energy markets
1
Universitext
1
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ECONIS (ZBW)
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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
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2
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:
3
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
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4
Option theory with stochastic analysis : an introduction to mathematical finance
Benth, Fred Espen
-
2004
Persistent link: https://www.econbiz.de/10001786485
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5
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:
6
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:
7
Efficient pricing of constant maturity swap spread options in a stochastic volatility LIBOR market model
Kiesel, Rüdiger
;
Lutz, Matthias
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 37-72
Persistent link: https://www.econbiz.de/10009241255
Saved in:
8
Pricing energy, weather and emission derivatives under future information
Hess, Markus
-
2013
Persistent link: https://www.econbiz.de/10010254908
Saved in:
9
Aspekte der stochastischen Modellierung von Ausfallwahrscheinlichkeiten in Kreditportfoliomodellen
Kiesel, Rüdiger
;
Schmid, Bernd
- In:
Kreditrisikomanagement : Portfoliomodelle und Derivate
,
(pp. 51-83)
.
2000
Persistent link: https://www.econbiz.de/10001491332
Saved in:
10
Hourly price forward curves for electricity markets : construction, dynamics and stochastics
Saethero, Audun Sviland
-
2018
Persistent link: https://www.econbiz.de/10012260226
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