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ECONIS (ZBW)
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1
Valuing volatility and variance swaps for a non-Gaussian Ornstein-Uhlenbeck stochastic volatility model
Benth, Fred Espen
;
Groth, Martin
;
Kufakunesu, Rodwell
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10003543050
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
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:
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
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:
9
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:
10
Special issue: weather derivatives
Benth, Fred Espen
(
ed.
)
-
2018
Persistent link: https://www.econbiz.de/10012001956
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