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A Space-Time Random Field Mode...
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Theorie
72
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72
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41
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41
Option pricing theory
40
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40
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40
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40
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35
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31
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24
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191
Paraschiv, Florentina
59
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20
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15
Barndorff-Nielsen, Ole E.
11
Kiesel, Ruediger
10
Reikvam, Kristin
10
Ongena, Steven
8
Veraart, Almut E. D.
8
BENTH, FRED ESPEN
6
Cartea, Álvaro
6
Karlsen, Kenneth Hvistendahl
6
Reite, Endre J.
6
Saltyte Benth, Jurate
6
Biegler-König, Richard
5
Detering, Nils
5
Groth, Martin
5
Kufakunesu, Rodwell
5
Li, Wei
5
Meyer-Brandis, Thilo
5
Ortiz-Latorre, Salvador
5
Proske, Frank
5
Schürle, Michael
5
Veraart, Almut
5
Westgaard, Sjur
5
Böhnke, Victoria
4
Christensen, Troels Sønderby
4
Di Nunno, Giulia
4
Fleten, Stein-Erik
4
Hvistendahl Karlsen, Kenneth
4
Kremer, Marcel
4
Lempa, Jukka
4
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4
Pircalabu, Anca
4
Vos, Linda
4
Šaltytė Benth, Jūratė
4
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3
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8
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7
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3
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1
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1
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1
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1
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23
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13
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13
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11
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9
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8
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7
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6
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5
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5
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4
Advanced series on statistical science & applied probability
3
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3
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3
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3
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2
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2
IMA journal of management mathematics
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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22-495
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Advanced Series on Statistical Science and Applied Probability Ser
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Advanced Series on Statistical Science and Applied Probability Ser.
1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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ECONIS (ZBW)
170
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56
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25
EconStor
5
USB Cologne (EcoSocSci)
1
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81
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:
82
Analytical approximation for the price dynamics of spark spread options
Benth, Fred Espen
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003559113
Saved in:
83
Modelling electricity forward markets by ambit fields
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10008651704
Saved in:
84
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
- In:
Advanced mathematical methods for finance
,
(pp. 35-74)
.
2011
Persistent link: https://www.econbiz.de/10008991339
Saved in:
85
Pricing of temperature index insurance
Che Taib, Che Mohd Imran
;
Benth, Fred Espen
- In:
Review of development finance
2
(
2012
)
1
,
pp. 22-31
Persistent link: https://www.econbiz.de/10009579935
Saved in:
86
Hedging of spatial temperature risk with market-traded futures
Barth, Andrea
;
Benth, Fred Espen
;
Potthoff, Jürgen
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 93-117
Persistent link: https://www.econbiz.de/10009155488
Saved in:
87
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:
88
An empirical study of the information premium on electricity markets
Benth, Fred Espen
;
Biegler-König, Richard
;
Kiesel, Rüdiger
- In:
Energy economics
36
(
2013
),
pp. 55-77
Persistent link: https://www.econbiz.de/10009724766
Saved in:
89
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
90
Computing optimal recovery policies for financial markets
Benth, Fred Espen
;
Dahl, Geir
;
Mannino, Carlo
- In:
Operations research
60
(
2012
)
6
,
pp. 1373-1388
Persistent link: https://www.econbiz.de/10009701928
Saved in:
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