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A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate; Benth, Fred Espen - In: Energy economics 34 (2012) 2, pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
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Modeling and pricing in financial markets for weather derivatives
Benth, Fred Espen; Saltyte Benth, Jurate - 2013
Persistent link: https://www.econbiz.de/10009718581
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Forward prices in markets driven by continuous-time autoregressive processes
Benth, Fred Espen; Blanco, Ana Solanilla - In: Recent advances in financial engineering 2012 : …, (pp. 1-24). 2014
Persistent link: https://www.econbiz.de/10010359912
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Paris-Princeton lectures on mathematical finance ; 5.2013
Benth, Fred Espen (contributor);  … - 2013
Persistent link: https://www.econbiz.de/10009792723
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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
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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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On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets
Benth, Fred Espen; Che Mohd Imran Che Taib - In: Energy economics 40 (2013), pp. 259-268
Persistent link: https://www.econbiz.de/10010349561
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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
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Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen; Klüppelberg, Claudia; Müller, Gernot; … - In: Energy economics 44 (2014), pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
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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