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~isPartOf:"Applied mathematical finance"
~isPartOf:"Working papers"
~person:"Benth, Fred Espen"
~subject:"Derivat"
~subject:"Risiko"
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Option pricing theory
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Benth, Fred Espen
Sabino, Piergiacomo
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Applied mathematical finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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SFB 649 Discussion Paper 2009-046
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A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
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2
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
Saved in:
3
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:
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