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Disambiguation of "Benth, Fred Espen"

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Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models.

, and . Finance Stochastics, 22 (2): 327-366 (2018)

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Fred Espen Benth

Bernhard Espenkötter

Georg Espenhayn

Katja Espenschied

Richard Espenschied

 

Other publications of authors with the same name

A Non-Gaussian Ornstein--Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing, , and . Applied Mathematical Finance, 14 (2): 153--169 (2007)A note on arbitrage-free pricing of forward contracts in energy markets, , , and . Applied Mathematical Finance, 10 (4): 325--336 (2003)A Note on Merton's Portfolio Selection Problem for the Schwartz Mean-Reversion Model, and . Stochastic Analysis and Applications, 23 (4): 687--704 (2005)SOME REGULARITY RESULTS FOR THE STOCHASTIC PRESSURE EQUATION OF WICK-TYPE, and . Stochastic Analysis and Applications, 20 (6): 1191--1223 (2002)On arbitrage-free pricing of weather derivatives based on fractional Brownian motion. Applied Mathematical Finance, 10 (4): 303--324 (2003)The volatility of temperature and pricing of weather derivatives, and . Quantitative Finance, 7 (5): 553--561 (2007)ON WEIGHTED <i>L</i><sup>2</sup>(&b.Omega;)-SPACES, THEIR DUALS AND ITÔ INTEGRATION. Stochastic Analysis and Applications, 19 (3): 329--341 (2001)Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives, and . Applied Mathematical Finance, 12 (1): 53--85 (2005)Optimal portfolios in commodity futures markets., and . Finance and Stochastics, 18 (2): 407-430 (2014)Pricing and hedging Asian-style options on energy., and . Finance and Stochastics, 19 (4): 849-889 (2015)