Stochastic modelling of electricity and related markets FE Benth, JS Benth, S Koekebakker World Scientific, 2008 | 590 | 2008 |
Stochastic modelling of electricity and related markets FE Benth, JS Benth, S Koekebakker World Scientific, 2008 | 590 | 2008 |
A non‐Gaussian Ornstein–Uhlenbeck process for electricity spot price modeling and derivatives pricing FE Benth, J Kallsen, T Meyer‐Brandis Applied Mathematical Finance 14 (2), 153-169, 2007 | 311 | 2007 |
Stochastic modelling of temperature variations with a view towards weather derivatives FE Benth, J Šaltytė‐Benth Applied mathematical finance 12 (1), 53-85, 2005 | 257 | 2005 |
The volatility of temperature and pricing of weather derivatives FE Benth, J Benth Quantitative Finance 7 (5), 553-561, 2007 | 244 | 2007 |
Stochastic modeling of financial electricity contracts FE Benth, S Koekebakker Energy Economics 30 (3), 1116-1157, 2008 | 241 | 2008 |
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium FE Benth, Á Cartea, R Kiesel Journal of banking & finance 32 (10), 2006-2021, 2008 | 231 | 2008 |
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium FE Benth, Á Cartea, R Kiesel Journal of banking & finance 32 (10), 2006-2021, 2008 | 231 | 2008 |
Putting a price on temperature FE Benth, J Šaltytė Benth, S Koekebakker Scandinavian Journal of Statistics 34 (4), 746-767, 2007 | 158 | 2007 |
Explicit representation of the minimal variance portfolio in markets driven by Lévy processes FE Benth, G Di Nunno, A Løkka, B Øksendal, F Proske Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003 | 155 | 2003 |
Explicit representation of the minimal variance portfolio in markets driven by Lévy processes FE Benth, G Di Nunno, A Løkka, B Øksendal, F Proske Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003 | 155 | 2003 |
Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: a viscosity solution approach FE Benth, KH Karlsen, K Reikvam Finance and Stochastics 5, 275-303, 2001 | 146 | 2001 |
A critical empirical study of three electricity spot price models FE Benth, R Kiesel, A Nazarova Energy Economics 34 (5), 1589-1616, 2012 | 141 | 2012 |
A mathematical theory of financial bubbles FE Benth, D Crisan, P Guasoni, K Manolarakis, J Muhle-Karbe, C Nee, ... Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky …, 2013 | 138 | 2013 |
Modeling and pricing in financial markets for weather derivatives FE Benth, J Saltyte-Benth World Scientific, 2012 | 137 | 2012 |
Modeling and pricing in financial markets for weather derivatives FE Benth, J Saltyte-Benth World Scientific, 2012 | 137 | 2012 |
Modeling and pricing in financial markets for weather derivatives FE Benth, J Saltyte-Benth World Scientific, 2012 | 137 | 2012 |
Modeling and pricing in financial markets for weather derivatives FE Benth, J Saltyte-Benth World Scientific, 2012 | 137 | 2012 |
Modeling and pricing in financial markets for weather derivatives FE Benth, J Saltyte-Benth World Scientific, 2012 | 137 | 2012 |
Modeling and pricing in financial markets for weather derivatives FE Benth, J Saltyte-Benth World Scientific, 2012 | 137 | 2012 |