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Mathematical finance / Bernt Øksendal / Norwegian Academy of Science and Letters / Ole Barndorff-Nielsen / Stochastic volatility / Stochastic modelling / Statistics / Science / Mathematics


List of scientific publications for Fred Espen Benth August 6, 2014 In refereed journals 1. An Explicit Functional Process Solution to a Stochastic Partial Differential Equation with Applications to Non Linear Filtering.
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Document Date: 2014-08-06 03:00:33


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City

Bergen / New York / Hammamet / Milano / Klaipeda / Kaiserslautern / Article / London / Tromsø / Naples / /

Company

Volterra / World Scientific / SIAM Journal / Storebrand Investments / /

Country

Germany / Italy / Tunisia / South Africa / Norway / Canada / United Kingdom / Lithuania / Denmark / /

Facility

University of Arhus / University of Rome / University of Bergen / University of Pietermaritzburg / University of Mannheim / Akershus University Hospital / Georgia State University / University of Bielefeld / University of Zimbabwe / Chalmers University / University of Agder / Norwegian University of Science / Agder University College / University of Western Ontario / University of Pavia / Imperial College / Technical University of Munich / Stord/Haugesund College / University of Pretoria / University of Duisburg-Essen / University of DuisburgEssen / University of Klaipeda / University of Ulm / University of Aarhus / King’s College / University of Vilnius / Fraunhofer Institute / University of Oslo / Norwegian Computing Centre / University of London / University of Trondheim / /

IndustryTerm

energy spot prices / electricity spot price model / electricity spot price modeling / electricity spot price models / exotic energy derivatives / finance / electricity markets / energy markets / electricity swap market / financial electricity contracts / approximate solutions / temperature index insurance / /

Organization

Assoc. for Math / Stord/Haugesund College / London Mathematical Society / University of Rome / University of Zimbabwe / University of Bielefeld / University of Pietermaritzburg / University of Pavia / University of Duisburg-Essen / University of Klaipeda / Technical University of Munich / University of Agder / Norwegian Computing Centre / Fraunhofer Institute / University of Mannheim / Imperial College / University of Pretoria / University of Bergen / University of Arhus / Chalmers University / Agder University College / Vol / University of Aarhus / University of Vilnius and Lithuanian Meteorological Services / University of DuisburgEssen / University of Western Ontario / London / King’s College / Georgia State University / University of Oslo / Non-Gaussian Random Force / University of Trondheim / University of London / Norwegian University of Science and Technology / University of Ulm / Akershus University Hospital / /

Person

Jon Gjerde / Daniel Bauer / Martin Groth / Jens Ledet Jensen / Claudia Kl / Dennis Frestad / Bjørn Fredrik Nielsen / Fred Espen Benth August / Andrea Barth / Petter Abrahamsen / Linda Vos / Paul Kr / Arne Løkka / Asma Khedher / Thomas Deck / Imran bin Che Taib / Sigurd Sannan / Trygve Kastberg Nilsen / Olli Wallin / Ole E. Barndorff-Nielsen / Arne Andresen / Carl Lindberg / Kenneth Hvistendahl Karlsen / Maren D. Schmeck / Lars Ekeland / Frank Proske / Jan Kallsen / Lars Oswald Dahl / Carlo Sgarra / Siu-Ah Ng / Giulia Di Nunno / Ludwig Streit / Thomas Gorm Theting / Paul C. Kettler / Matthias Timpel / Jan Pedersen / Anna Nazarova / Ragnar Hauge / Steen Koekebakker / Christina Erlwein / Jan Ubøe / Kristin Reikvam / Valeri Zakamouline / Mohd Imran Che Taib / Alvaro Cartea / Erik Bølviken / Carlo Mannino / /

Position

multivariate non-Gaussian stochastic volatility model for energy markets / stochastic volatility model of Barndorff-Nielsen / Co-author / stochastic volatility model / /

ProvinceOrState

Ontario / /

PublishedMedium

Mathematical Geology / Energy Economics / /

Region

Western Ontario / /

Technology

quasi-Monte Carlo algorithm / Laser / Metropolis-Hastings algorithms / simulation / /

URL

http /

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