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Disambiguation of "Benth, Fred Espen"

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Levy Process Simulation by Stochastic Step Functions.

, and . SIAM J. Sci. Comput., (2013)

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Fred Espen Benth

Georg Espenhayn

Bernhard Espenkötter

Katja Espenschied

Richard Espenschied

 

Other publications of authors with the same name

Levy Process Simulation by Stochastic Step Functions., and . SIAM J. Sci. Comput., (2013)Valuing Volatility and Variance Swaps for a Non-Gaussian Ornstein--Uhlenbeck Stochastic Volatility Model, , and . Applied Mathematical Finance, 14 (4): 347--363 (2007)Pricing and hedging Asian-style options on energy., and . Finance and Stochastics, 19 (4): 849-889 (2015)Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models., and . Finance and Stochastics, 22 (2): 327-366 (2018)A Pricing Measure to Explain the Risk Premium in Power Markets., and . SIAM J. Financial Math., 5 (1): 685-728 (2014)Pricing options on flow forwards by neural networks in Hilbert space., , and . CoRR, (2022)Spatio-temporal smoothing and dynamics of different electricity flexibility options., , and . CoRR, (2023)Intersecting near-optimal spaces: European power systems with more resilience to weather variability., , , and . CoRR, (2022)Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets., , and . SIAM J. Financial Math., 5 (1): 71-98 (2014)A Non-Gaussian Ornstein--Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing, , and . Applied Mathematical Finance, 14 (2): 153--169 (2007)