Fred Espen Benth

Fred Espen Benth

University of Oslo - Oslo / Norway
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1804197
Universitetet i Oslo
person_outline Fred Espen Benth's MOST POPULAR ARTICLES
1-) Stochastic modelling of electricity and related marketsFE Benth, JS Benth, S KoekebakkerWorld Scientific, 20085462008
2-) A non‐Gaussian Ornstein–Uhlenbeck process for electricity spot price modeling and derivatives pricingFE Benth, J Kallsen, T Meyer‐BrandisApplied Mathematical Finance 14 (2), 153-169, 20073112007
3-) Stochastic modelling of temperature variations with a view towards weather derivativesFE Benth, J Šaltytė‐BenthApplied mathematical finance 12 (1), 53-85, 20052582005
4-) The volatility of temperature and pricing of weather derivativesFE Benth, J BenthQuantitative Finance 7 (5), 553-561, 20072442007
5-) Stochastic modeling of financial electricity contractsFE Benth, S KoekebakkerEnergy Economics 30 (3), 1116-1157, 20082422008