Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach. - Fred E. Benth; Kenneth H. Karlsen; Kristin Reikvam (Finance Stochastics, 2001)

Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution. - Fred E. Benth; Kenneth H. Karlsen; Kristin Reikvam (Finance Stochastics, 2001)

A semilinear Black and Scholes partial differential equation for valuing American options. - Fred E. Benth; Kenneth H. Karlsen; Kristin Reikvam (Finance Stochastics, 2003)

The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps. - Fred E. Benth; Thilo Meyer-Brandis (Finance Stochastics, 2005)

Computing Optimal Recovery Policies for Financial Markets. - Fred E. Benth; Geir Dahl; Carlo Mannino (Oper. Res., 2012)

Modeling the Forward Surface of Mortality. - Daniel Bauer; Fred Espen Benth; Rüdiger Kiesel (SIAM J. Financial Math., 2012)

Levy Process Simulation by Stochastic Step Functions. - Torquil Macdonald Sørensen; Fred Espen Benth (SIAM J. Sci. Comput., 2013)

Optimal portfolios in commodity futures markets. - Fred Espen Benth; Jukka Lempa (Finance Stochastics, 2014)

Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets. - Fred Espen Benth; Heidar Eyjolfsson; Almut E. D. Veraart (SIAM J. Financial Math., 2014)

A Pricing Measure to Explain the Risk Premium in Power Markets. - Fred Espen Benth; Salvador Ortiz-Latorre (SIAM J. Financial Math., 2014)

Pricing and hedging Asian-style options on energy. - Fred Espen Benth; Nils Detering (Finance Stochastics, 2015)

Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach. - Fred Espen Benth; Paul Krühner (SIAM J. Financial Math., 2015)

Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models. - Fred Espen Benth; Paul Krühner (Finance Stochastics, 2018)

Correlators of Polynomial Processes. - Fred Espen Benth; Silvia Lavagnini (SIAM J. Financial Math., 2021)

Pricing options on flow forwards by neural networks in Hilbert space. - Fred Espen Benth; Nils Detering; Luca Galimberti (CoRR, 2022)

The heat modulated infinite dimensional Heston model and its numerical approximation. - Fred Espen Benth; Gabriel Lord; Giulia Di Nunno; Andreas Petersson (CoRR, 2022)

Intersecting near-optimal spaces: European power systems with more resilience to weather variability. - Aleksander Grochowicz; Koen van Greevenbroek; Fred Espen Benth; Marianne Zeyringer (CoRR, 2022)

Neural networks in Fréchet spaces. - Fred Espen Benth; Nils Detering; Luca Galimberti (Ann. Math. Artif. Intell., 2023)

Spatio-temporal smoothing and dynamics of different electricity flexibility options. - Aleksander Grochowicz; Marianne Zeyringer; Fred Espen Benth (CoRR, 2023)

Enabling agency: trade-offs between regional and integrated energy systems design flexibility. - Koen van Greevenbroek; Aleksander Grochowicz; Marianne Zeyringer; Fred Espen Benth (CoRR, 2023)

Structure-informed operator learning for parabolic Partial Differential Equations. - Fred Espen Benth; Nils Detering; Luca Galimberti (CoRR, 2024)

Nearly Instantaneous Time-Varying Reproduction Number for Contagious Diseases - a Direct Approach Based on Nonlinear Regression. - Jurate Saltyte Benth; Fred Espen Benth; Espen Rostrup Nakstad (J. Comput. Biol., 2024)

Rebuttal to Flaws in the Paper 'Nearly Instantaneous Time-Varying Reproduction Number for Contagious Diseases - a Direct Approach Based on Nonlinear Regression'. - Jurate Saltyte Benth; Fred Espen Benth; Espen Rostrup Nakstad (J. Comput. Biol., 2025)