//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pricing energy quanto options...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
39
Optionspreistheorie
39
Theorie
39
Theory
39
Derivat
32
Derivative
32
Stochastic process
32
Stochastischer Prozess
32
Volatility
27
Volatilität
27
Time series analysis
14
Zeitreihenanalyse
14
Risk premium
13
Yield curve
13
Zinsstruktur
13
Commodity derivative
12
Energiemarkt
12
Energy market
12
Rohstoffderivat
12
Electricity price
11
Hedging
11
Option trading
11
Optionsgeschäft
11
Risikoprämie
11
Strompreis
11
Electric power industry
10
Elektrizitätswirtschaft
10
Portfolio selection
9
Portfolio-Management
9
Statistical distribution
9
Statistische Verteilung
9
Weather
9
Wetter
9
Spot market
8
Spotmarkt
8
Risk
7
Electricity
6
Elektrizität
6
Energy markets
6
Lebensversicherung
6
more ...
less ...
Online availability
All
Undetermined
84
Free
8
Type of publication
All
Article
Book / Working Paper
117
Type of publication (narrower categories)
All
Article in journal
85
Aufsatz in Zeitschrift
85
Aufsatz im Buch
7
Book section
7
Article
2
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
99
Undetermined
97
Author
All
Benth, Fred Espen
122
Deelstra, Griselda
47
Vanmaele, Michèle
15
Koekebakker, Steen
14
Kiesel, Rüdiger
11
Reikvam, Kristin
11
Deelstra, G.
10
Grasselli, Martino
8
Rayée, Grégory
7
BENTH, FRED ESPEN
6
Dhaene, Jan
6
Karlsen, Kenneth Hvistendahl
6
Meyer-Brandis, Thilo
6
Saltyte-Benth, Jurate
5
Vanmaele, M.
5
Benth, Fred
4
Cartea, Álvaro
4
Groth, Martin
4
Hainaut, Donatien
4
Heyman, Dries
4
Hvistendahl Karlsen, Kenneth
4
Koehl, Pierre-François
4
Kufakunesu, Rodwell
4
Proske, Frank
4
Šaltytė Benth, Jūratė
4
Barth, Andrea
3
Benth, Fred E.
3
Biegler-König, Richard
3
Chen, X.
3
Darkiewicz, Grzegorz
3
Delbaen, F.
3
Detering, Nils
3
Dhaene, J.
3
Ekeland, Lars
3
Erlwein, Christina
3
Frestad, Dennis
3
Hauge, Ragnar
3
Henriksen, Pål Nicolai
3
Hoedemakers, Tom
3
Kallsen, Jan
3
more ...
less ...
Institution
All
International Actuarial Association / Actuarial Studies in Non-Life Insurance
1
Published in...
All
Energy economics
21
Applied mathematical finance
15
International journal of theoretical and applied finance
13
Finance and stochastics
12
Insurance / Mathematics & economics
10
Insurance: Mathematics and Economics
9
Energy Economics
8
Applied Mathematical Finance
7
International Journal of Theoretical and Applied Finance (IJTAF)
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Quantitative finance
5
European journal of operational research : EJOR
4
Finance and Stochastics
4
Journal of banking & finance
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
Journal of economic dynamics & control
3
The journal of energy markets
3
Advanced mathematical methods for finance
2
Astin bulletin : the journal of the International Actuarial Association
2
Finance : revue de l'Association Française de Finance
2
Journal of Applied Statistics
2
Journal of Economic Dynamics and Control
2
Journal of Risk & Insurance
2
Journal of forecasting
2
Mathematical Finance
2
Mathematics and financial economics
2
Quantitative Finance
2
Review of development finance
2
Risks
2
Risks : open access journal
2
Studies in Nonlinear Dynamics & Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The energy journal
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
ASTIN BULLETIN ; Vol. 30 - No. I - 2000, 123-140
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Applied Stochastic Models in Business and Industry
1
Casualty Actuarial Society - Publications
1
more ...
less ...
Source
All
ECONIS (ZBW)
92
RePEc
55
OLC EcoSci
44
EconStor
2
USB Cologne (business full texts)
1
BASE
1
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
196
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Stochastic modeling of photovoltaic power generation and electricity prices
Benth, Fred Espen
;
Noor 'Adilah Ibrahim
- In:
The journal of energy markets
10
(
2017
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011999448
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->