Fred E. Benth

Orcid: 0000-0001-9907-6811

Affiliations:
  • University of Oslo, Norway


According to our database1, Fred E. Benth authored at least 21 papers between 2001 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Nearly Instantaneous Time-Varying Reproduction Number for Contagious Diseases - a Direct Approach Based on Nonlinear Regression.
J. Comput. Biol., 2024

2023
Enabling agency: trade-offs between regional and integrated energy systems design flexibility.
CoRR, 2023

Spatio-temporal smoothing and dynamics of different electricity flexibility options.
CoRR, 2023

Neural networks in Fréchet spaces.
Ann. Math. Artif. Intell., 2023

2022
Intersecting near-optimal spaces: European power systems with more resilience to weather variability.
CoRR, 2022

The heat modulated infinite dimensional Heston model and its numerical approximation.
CoRR, 2022

Pricing options on flow forwards by neural networks in Hilbert space.
CoRR, 2022

2021
Correlators of Polynomial Processes.
SIAM J. Financial Math., 2021

2018
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models.
Finance Stochastics, 2018

2015
Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach.
SIAM J. Financial Math., 2015

Pricing and hedging Asian-style options on energy.
Finance Stochastics, 2015

2014
A Pricing Measure to Explain the Risk Premium in Power Markets.
SIAM J. Financial Math., 2014

Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets.
SIAM J. Financial Math., 2014

Optimal portfolios in commodity futures markets.
Finance Stochastics, 2014

2013
Levy Process Simulation by Stochastic Step Functions.
SIAM J. Sci. Comput., 2013

2012
Modeling the Forward Surface of Mortality.
SIAM J. Financial Math., 2012

Computing Optimal Recovery Policies for Financial Markets.
Oper. Res., 2012

2005
The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps.
Finance Stochastics, 2005

2003
A semilinear Black and Scholes partial differential equation for valuing American options.
Finance Stochastics, 2003

2001
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution.
Finance Stochastics, 2001

Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach.
Finance Stochastics, 2001


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