Fred Espen Benth - researchr alias

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Viewing Publication 1 - 10 from 10

2023

Neural networks in Fréchet spacesFred Espen Benth, Nils Detering, Luca Galimberti. AMAI, 91(1):75-103, 2023. [doi]

2021

Correlators of Polynomial ProcessesFred Espen Benth, Silvia Lavagnini. siamfm, 12(4):1374-1415, 2021. [doi]

2018

Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional modelsFred Espen Benth, Paul Krühner. fs, 22(2):327-366, 2018. [doi]

2015

Pricing and hedging Asian-style options on energyFred Espen Benth, Nils Detering. fs, 19(4):849-889, 2015. [doi]

Derivatives Pricing in Energy Markets: An Infinite-Dimensional ApproachFred Espen Benth, Paul Krühner. siamfm, 6(1):825-869, 2015. [doi]

2014

Optimal portfolios in commodity futures marketsFred Espen Benth, Jukka Lempa. fs, 18(2):407-430, 2014. [doi]

A Pricing Measure to Explain the Risk Premium in Power MarketsFred Espen Benth, Salvador Ortiz-Latorre. siamfm, 5(1):685-728, 2014. [doi]

Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power MarketsFred Espen Benth, Heidar Eyjolfsson, Almut E. D. Veraart. siamfm, 5(1):71-98, 2014. [doi]

2013

Levy Process Simulation by Stochastic Step FunctionsTorquil Macdonald Sørensen, Fred Espen Benth. siamsc, 35(5), 2013. [doi]

2012

Modeling the Forward Surface of MortalityDaniel Bauer, Fred Espen Benth, Rüdiger Kiesel. siamfm, 3(1):639-666, 2012. [doi]

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