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Gruppiert nach: Dokumententyp |
Veröffentlichungsdatum
Anzahl der Publikationen: 3
2015
Benth, Fred Espen und Detering, Nils
(2015):
Pricing and hedging Asian-style options on energy.
In: Finance and Stochastics, Bd. 19, Nr. 4: S. 849-889
2010
Benth, Fred Espen und Meyer-Brandis, Thilo 
ORCID: https://orcid.org/0000-0002-6374-7983
(2010):
The Density Process of the Minimal Entropy Martingale Measure in a Stochastic Volatility Model with Jumps (Reprint).
In: Lee, Cheng-Few; Lee, Alice C. und Lee, John (Hrsg.):
Handbook of Quantitative Finance and Risk Management. Boston, MA: Springer. S. 1567-1575
ORCID: https://orcid.org/0000-0002-6374-7983
(2010):
The Density Process of the Minimal Entropy Martingale Measure in a Stochastic Volatility Model with Jumps (Reprint).
In: Lee, Cheng-Few; Lee, Alice C. und Lee, John (Hrsg.):
Handbook of Quantitative Finance and Risk Management. Boston, MA: Springer. S. 1567-1575
2007
Benth, Fred Espen; Kallsen, Jan und Meyer‐Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(2007):
A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing.
In: Applied Mathematical Finance, Bd. 14, Nr. 2: S. 153-169
ORCID: https://orcid.org/0000-0002-6374-7983
(2007):
A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing.
In: Applied Mathematical Finance, Bd. 14, Nr. 2: S. 153-169