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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~person:"Benth, Fred Espen"
~person:"Chen, Son-nan"
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Benth, Fred Espen
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International journal of theoretical and applied finance
The financial review : the official publication of the Eastern Finance Association
Applied mathematical finance
6
Energy economics
5
Finance and stochastics
2
Quantitative finance
2
Risks : open access journal
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Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
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1
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
2
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:
3
Pricing of exotic energy derivatives based on arithmetic spot models
Benth, Fred Espen
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 491-506
Persistent link: https://www.econbiz.de/10003879078
Saved in:
4
A quasi-Monte Carlo algorithm for the normal inverse Gaussian distribution and valuation of financial derivatives
Benth, Fred Espen
;
Groth, Martin
;
Kettler, Paul C.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 843-867
Persistent link: https://www.econbiz.de/10003380284
Saved in:
5
The normal inverse gaussian distribution and spot price modelling in energy markets
Benth, Fred Espen
;
Šaltytė-Benth, Jūratė
- In:
International journal of theoretical and applied finance
7
(
2004
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10002021511
Saved in:
6
Hedging and arbitrage warrants under smile effects : analysis and evidence
Chen, Son-nan
;
Chen, An-Pin
;
Chang, Camus
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 733-758
Persistent link: https://www.econbiz.de/10001612209
Saved in:
7
A study of call price behavior under a stationary return generating process
Chang, Suckjeong J.
- In:
The financial review : the official publication of the …
24
(
1989
)
3
,
pp. 335-354
Persistent link: https://www.econbiz.de/10001103624
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