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Energiemarkt
Theorie
62
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62
Stochastic process
46
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46
Derivat
42
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42
Option pricing theory
41
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41
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31
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31
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25
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20
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20
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16
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Elektrizitätswirtschaft
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Benth, Fred Espen
25
Detering, Nils
3
Kiesel, Rüdiger
3
Cartea, Álvaro
2
Koekebakker, Steen
2
Kufakunesu, Rodwell
2
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2
Saltyte Benth, Jurate
2
Biegler-König, Richard
1
Blanco, Sara Ana Solanilla
1
Che Mohd Imran Che Taib
1
Cholodnyj, Valerij A.
1
Christensen, Troels Sønderby
1
Dahl, Lars O.
1
Deelstra, Griselda
1
Di Persio, Luca
1
Ekeland, Lars
1
Galimberti, Luca
1
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1
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1
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1
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1
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International journal of theoretical and applied finance
5
Energy economics
3
Finance and stochastics
3
Advanced series on statistical science & applied probability
2
Advanced Series on Statistical Science and Applied Probability Ser
1
Applied mathematical finance
1
Birkbeck working papers in economics and finance : BWPEF
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
IMA journal of management mathematics
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ECONIS (ZBW)
25
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1
Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets
Benth, Fred Espen
;
Dahl, Lars O.
;
Hvistendahl Karlsen, …
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 865-884
Persistent link: https://www.econbiz.de/10001862191
Saved in:
2
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/10001864254
Saved in:
3
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:
4
On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets
Benth, Fred Espen
;
Che Mohd Imran Che Taib
- In:
Energy economics
40
(
2013
),
pp. 259-268
Persistent link: https://www.econbiz.de/10010349561
Saved in:
5
Stochastic modelling of electricity and related markets
Benth, Fred Espen
;
Saltyte Benth, Jurate
;
Koekebakker, Steen
-
2008
Persistent link: https://www.econbiz.de/10003676692
Saved in:
6
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:
7
Pricing forward contracts in power markets by the certainty equivalence principle : explaining the sign of the market risk premium
Benth, Fred Espen
;
Cartea, Álvaro
;
Kiesel, Rüdiger
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2006-2021
Persistent link: https://www.econbiz.de/10003778569
Saved in:
8
Pricing forward contracts in power markets by the certainty equivalence principle : explaining the sign of the market risk premium
Benth, Fred Espen
(
contributor
);
Cartea, Álvaro
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003384971
Saved in:
9
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:
10
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:
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