The following pages link to Fred Espen Benth (Q218407):
Displaying 50 items.
- Hedging of Spatial Temperature Risk with Market-Traded Futures (Q3004477) (← links)
- THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS (Q3022099) (← links)
- (Q3078233) (← links)
- THE STOCHASTIC VOLATILITY MODEL OF BARNDORFF-NIELSEN AND SHEPHARD IN COMMODITY MARKETS (Q3100748) (← links)
- The Risk Premium and the Esscher Transform in Power Markets (Q3119080) (← links)
- Donsker's Delta Function and the Covariance between Generalized Functionals (Q3151133) (← links)
- The Minimal Entropy Martingale Measure and Numerical Option Pricing for the Barndorff–Nielsen–Shephard Stochastic Volatility Model (Q3182399) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach (Q3195108) (← links)
- (Q3195632) (← links)
- VOLATILITY AND LIQUIDITY ON HIGH-FREQUENCY ELECTRICITY FUTURES MARKETS: EMPIRICAL ANALYSIS AND STOCHASTIC MODELING (Q3304218) (← links)
- (Q3521355) (← links)
- A NOTE ON PORTFOLIO MANAGEMENT UNDER NON-GAUSSIAN LOGRETURNS (Q3523596) (← links)
- Derivative-free Greeks for the Barndorff-Nielsen and Shephard stochastic volatility model (Q3585334) (← links)
- (Q3608239) (← links)
- UTILITY INDIFFERENCE PRICING OF INTEREST-RATE GUARANTEES (Q3632194) (← links)
- (Q4229940) (← links)
- (Q4379372) (← links)
- (Q4379373) (← links)
- Convergence rates for finite elementapproximations of stochastic partial differential equations (Q4390916) (← links)
- Merton's portfolio optimization problem in a Black and Scholes market with non‐Gaussian stochastic volatility of Ornstein‐Uhlenbeck type (Q4409028) (← links)
- Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes (Q4409037) (← links)
- (Q4421364) (← links)
- Markov jump processes with a singularity (Q4521479) (← links)
- (Q4549500) (← links)
- A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures (Q4559324) (← links)
- Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk (Q4682471) (← links)
- The Heston stochastic volatility model in Hilbert space (Q4685702) (← links)
- Ambit Stochastics (Q4686609) (← links)
- Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs (Q4796603) (← links)
- SOME REGULARITY RESULTS FOR THE STOCHASTIC PRESSURE EQUATION OF WICK-TYPE (Q4797331) (← links)
- THE GROSS DERIVATIVE AND GENERALIZED RANDOM VARIABLES (Q4810346) (← links)
- On arbitrage‐free pricing of weather derivatives based on fractional Brownian motion (Q4811676) (← links)
- A note on arbitrage‐free pricing of forward contracts in energy markets (Q4811678) (← links)
- Anticipative calculus for Lévy processes and stochastic differential equations<sup>*</sup> (Q4821631) (← links)
- (Q4840791) (← links)
- (Q4866231) (← links)
- (Q4866232) (← links)
- (Q4866233) (← links)
- An explicit functional process solution to a stochastic partial differential equation with applications to nonlinear filtering (Q4885243) (← links)
- Topological aspects of the characterization of hida distributions — a remark matthias timpel (Q4885246) (← links)
- Modeling the Forward Surface of Mortality (Q4902229) (← links)
- Modeling and Pricing in Financial Markets for Weather Derivatives (Q4902549) (← links)
- Computing Optimal Recovery Policies for Financial Markets (Q4909109) (← links)
- Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework (Q4976513) (← links)
- THE CARMA INTEREST RATE MODEL (Q4979881) (← links)
- Correlators of Polynomial Processes (Q5013833) (← links)
- Multivariate continuous-time modeling of wind indexes and hedging of wind risk (Q5014183) (← links)
- Copula measures and Sklar's theorem in arbitrary dimensions (Q5043795) (← links)
- Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations (Q5056589) (← links)
