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ORCIDFred E. Benth
Person information
- affiliation: University of Oslo, Norway
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Journal Articles
- 2024
[j16]Jurate Saltyte Benth
, Fred Espen Benth, Espen Rostrup Nakstad:
Nearly Instantaneous Time-Varying Reproduction Number for Contagious Diseases - a Direct Approach Based on Nonlinear Regression. J. Comput. Biol. 31(8): 727-741 (2024)- 2023
- [j15]Fred Espen Benth, Nils Detering, Luca Galimberti:
Neural networks in Fréchet spaces. Ann. Math. Artif. Intell. 91(1): 75-103 (2023) - 2021
- [j14]Fred Espen Benth, Silvia Lavagnini:
Correlators of Polynomial Processes. SIAM J. Financial Math. 12(4): 1374-1415 (2021) - 2018
- [j13]Fred Espen Benth, Paul Krühner:
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models. Finance Stochastics 22(2): 327-366 (2018) - 2015
- [j12]Fred Espen Benth, Nils Detering:
Pricing and hedging Asian-style options on energy. Finance Stochastics 19(4): 849-889 (2015) - [j11]Fred Espen Benth, Paul Krühner:
Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach. SIAM J. Financial Math. 6(1): 825-869 (2015) - 2014
- [j10]Fred Espen Benth, Jukka Lempa:
Optimal portfolios in commodity futures markets. Finance Stochastics 18(2): 407-430 (2014) - [j9]Fred Espen Benth, Heidar Eyjolfsson, Almut E. D. Veraart:
Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets. SIAM J. Financial Math. 5(1): 71-98 (2014) - [j8]Fred Espen Benth, Salvador Ortiz-Latorre:
A Pricing Measure to Explain the Risk Premium in Power Markets. SIAM J. Financial Math. 5(1): 685-728 (2014) - 2013
- [j7]Torquil Macdonald Sørensen, Fred Espen Benth:
Levy Process Simulation by Stochastic Step Functions. SIAM J. Sci. Comput. 35(5) (2013) - 2012
- [j6]Fred E. Benth, Geir Dahl, Carlo Mannino:
Computing Optimal Recovery Policies for Financial Markets. Oper. Res. 60(6): 1373-1388 (2012) - [j5]Daniel Bauer, Fred Espen Benth, Rüdiger Kiesel:
Modeling the Forward Surface of Mortality. SIAM J. Financial Math. 3(1): 639-666 (2012) - 2005
- [j4]Fred E. Benth, Thilo Meyer-Brandis:
The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps. Finance Stochastics 9(4): 563-575 (2005) - 2003
- [j3]Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam:
A semilinear Black and Scholes partial differential equation for valuing American options. Finance Stochastics 7(3): 277-298 (2003) - 2001
- [j2]Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam:
Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach. Finance Stochastics 5(3): 275-303 (2001) - [j1]Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam:
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution. Finance Stochastics 5(4): 447-467 (2001)
Informal and Other Publications
- 2023
- [i5]Aleksander Grochowicz, Marianne Zeyringer, Fred Espen Benth:
Spatio-temporal smoothing and dynamics of different electricity flexibility options. CoRR abs/2303.05115 (2023) - [i4]Koen van Greevenbroek, Aleksander Grochowicz, Marianne Zeyringer, Fred Espen Benth:
Enabling agency: trade-offs between regional and integrated energy systems design flexibility. CoRR abs/2312.11264 (2023) - 2022
- [i3]Fred Espen Benth, Nils Detering, Luca Galimberti:
Pricing options on flow forwards by neural networks in Hilbert space. CoRR abs/2202.11606 (2022) - [i2]Fred Espen Benth, Gabriel Lord, Giulia Di Nunno, Andreas Petersson:
The heat modulated infinite dimensional Heston model and its numerical approximation. CoRR abs/2206.10166 (2022) - [i1]Aleksander Grochowicz, Koen van Greevenbroek, Fred Espen Benth, Marianne Zeyringer:
Intersecting near-optimal spaces: European power systems with more resilience to weather variability. CoRR abs/2206.12242 (2022)
Coauthor Index
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