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Benth, Fred Espen
23
Kiesel, Rüdiger
4
Koekebakker, Steen
4
Benth, Fred E.
3
Reikvam, Kristin
3
Šaltytė Benth, Jūratė
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Cartea, Álvaro
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Hauge, Ragnar
2
Karlsen, Kenneth Hvistendahl
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Meyer-Brandis, Thilo
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Che Taib, Che Mohd Imran
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Dahl, Geir
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Ekeland, Lars
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Espen Benth, Fred
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Energy economics
8
Applied mathematical finance
5
Finance and stochastics
4
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
European journal of operational research : EJOR
1
Journal of forecasting
1
Operations research : the journal of the Operations Research Society of America
1
Review of development finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The energy journal
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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OLC EcoSci
ECONIS (ZBW)
131
RePEc
53
EconStor
4
USB Cologne (EcoSocSci)
3
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A note on arbitrage-free pricing of forward contracts in energy markets
Benth, Fred Espen
;
Ekeland, Lars
;
Hauge, Ragnar
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 325-336
Persistent link: https://www.econbiz.de/10008215114
Saved in:
2
Dynamic decision making for graphical models applied to oil exploration
Martinelli, Gabriele
;
Eidsvik, Jo
;
Hauge, Ragnar
- In:
European journal of operational research : EJOR
230
(
2013
)
3
,
pp. 688-702
Persistent link: https://www.econbiz.de/10010140289
Saved in:
3
A semilinear Black and Scholes partial differential equation for valuing American options
Benth, Fred E.
;
Karlsen, Kenneth H.
;
Reikvam, Kristin
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 277-298
Persistent link: https://www.econbiz.de/10008215745
Saved in:
4
Computing Optimal Recovery Policies for Financial Markets
Benth, Fred E.
;
Dahl, Geir
;
Mannino, Carlo
- In:
Operations research : the journal of the Operations …
60
(
2012
)
6
,
pp. 1373-1388
Persistent link: https://www.econbiz.de/10010056083
Saved in:
5
Analytical approximation for the price dynamics of spark spread options
Benth, Fred E.
;
Saltyte-Benth, Jurate
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009949878
Saved in:
6
The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps
Benth, Fred Espen
;
Meyer-Brandis, Thilo
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 563-576
Persistent link: https://www.econbiz.de/10008214149
Saved in:
7
On arbitrage-free pricing of weather derivatives based on fractional Brownian motion
Benth, Fred Espen
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 303-324
Persistent link: https://www.econbiz.de/10008215115
Saved in:
8
Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes
Benth, Fred Espen
;
Nunno, Giulia Di
;
Løkka, Arne
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10008215733
Saved in:
9
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
Benth, Fred Espen
;
Karlsen, Kenneth Hvistendahl
; …
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 447-468
Persistent link: https://www.econbiz.de/10008216793
Saved in:
10
Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
Benth, Fred Espen
;
Karlsen, Kenneth Hvistendahl
; …
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 275-304
Persistent link: https://www.econbiz.de/10008216998
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