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person:"Benth, Fred Espen"
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Benth, Fred Espen
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Modeling term structure dynamics in the Nordic electricity swap market
Frestad, Dennis
;
Benth, Fred Espen
;
Koekebakker, Steen
- In:
The energy journal
31
(
2010
)
2
,
pp. 53-86
Persistent link: https://www.econbiz.de/10008732275
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2
Stochastic modeling of financial electricity contracts
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
30
(
2008
)
3
,
pp. 1116-1157
Persistent link: https://www.econbiz.de/10003744845
Saved in:
3
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
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