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~person:"Benth, Fred Espen"
~subject:"Germany"
~subject:"Option pricing theory"
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Option pricing theory
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19
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Benth, Fred Espen
Frondel, Manuel
18
Kemfert, Claudia
12
Weber, Christoph
12
Paraschiv, Florentina
10
Weigt, Hannes
10
Heim, Sven
9
Fichtner, Wolf
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Hess, Markus
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7
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7
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7
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6
Delarue, Erik
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Gianfreda, Angelica
6
Haucap, Justus
6
Ritter, Nolan
6
Bode, Sven
5
Böhringer, Christoph
5
Duso, Tomaso
5
Grossi, Luigi
5
Hirschhausen, Christian R. von
5
Kunz, Friedrich
5
Kussel, Gerhard
5
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5
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5
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5
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5
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5
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5
Wagner, Andreas
5
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5
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5
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5
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4
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Energy economics
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Applied mathematical finance
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Journal of banking & finance
1
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The interrelationship between financial and energy markets
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ECONIS (ZBW)
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1
Modelling the joint behaviour of electricity prices in interconnected markets
Christensen, Troels Sønderby
;
Benth, Fred Espen
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1441-1456
Persistent link: https://www.econbiz.de/10012295613
Saved in:
2
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
3
A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets
Pircalabu, Anca
;
Benth, Fred Espen
- In:
Energy economics
68
(
2017
),
pp. 283-302
Persistent link: https://www.econbiz.de/10011905725
Saved in:
4
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
Saved in:
5
Pricing futures and options in electricity markets
Benth, Fred Espen
;
Schmeck, Maren Diane
- In:
The interrelationship between financial and energy markets
,
(pp. 233-260)
.
2014
Persistent link: https://www.econbiz.de/10010411140
Saved in:
6
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:
7
A non-Gaussian-Ornstein-Uhlenbeck process for electricity spot price modeling and derivatives pricing
Benth, Fred Espen
;
Kallsen, Jan
;
Meyer-Brandis, Thilo
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003542981
Saved in:
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