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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Modeling term structure dynamics in the Nordic electricity swap market
Frestad, Dennis
;
Benth, Fred Espen
;
Koekebakker, Steen
- In:
The energy journal
31
(
2010
)
2
,
pp. 53-86
Persistent link: https://www.econbiz.de/10008732275
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2
Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation
Benth, Fred Espen
;
Koekebakker, Steen
;
Ollmar, Fridthjof
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 52-66
Persistent link: https://www.econbiz.de/10003611427
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3
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
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