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37篇 您的检索式：作者名="Benth E"

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	题名	作者	年代	出处	被引量
1	Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium显示文摘	Benth F E Cartea A Kiesel R	2008	Journal of Banking and Finance2008，32，：	1
2	Pricing forward contracts in power markets by the certainty equivalence principle: Explai- ning the sign of the market risk premium显示文摘	Benth F E Cartea A Kiesel R	2008	Journal of Banking and Finance2008，32，10：	1
3	A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets显示文摘	Benth F E Karlsen K H	2003	Pure Mathematics2003，，5：	1
4	A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets显示文摘	Benth F E Karlsen K H	2003	Pure Mathematics2003，5，：	1
5	Pricing of Temperature Index Insuranee显示文摘	Taib C M I C Benth F E	2012	Review of Development Finance2012，，1：	1
6	Stochastic modeling of temperature variations with a view towards weather derivatives显示文摘	Benth F E Saltyt B J	2005	Applied Mathematical Finance2005，12，1：	1
7	A PDE Representation of the Density of the Minimal Entropy Martingale Measure in Stochastic Volatility Markets 显示文摘	Benth F E Karlsen K H	2003	Pure Mathematics2003，，5：	1
8	A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets显示文摘	BENTH F E KARLSEN K H	2005	Stochast: Int J Pro Stochast Processes2005，77，2：	1
9	HMM filtering and parameter estimation of an electricity spot price mod- el 显示文摘	Erlwein C Benth F E Mamon R	2010	Energy Economics2010，32，5：	1
10	A PDE representation of the density of the minimal entropy Martingale measure in stochastic volatility markets 显示文摘	BENTH F E KARLSEN K H	2005	Stochast: Int J Probab Stochast Process2005，77，2：	1
11	Stochastic modeling of temperature variations with a view toward weather derivatives显示文摘	Benth F E Saltyr B J	2005	Applied Mathematical Finance2005，，12：	1
12	A critical view on temperature modelling for application in weather derivatives markets显示文摘	Saltyte-Benth J Benth F E	2012	Energy Economics2012，34，2：	1
13	A Remark on the Equivalence between Poisson and Gaussion Stochastic Partial Differential Equations显示文摘	Benth E Gjerde J	1995	Potential Anal1995，8，2：	1
14	The volatility of temperature and pricing of weather derivatives显示文摘	Benth F E Saltyte-Benth J	2007	Quantitative Finance2007，7，5：	1
15	A remark on the equivalence between Possion and Gaussian stochastic partial differential equations显示文摘	Benth E Gjerde J	1998	Potential Analysis1998，8，2：	1
16	A remark on the equivalence between Poisson and Gaussian stochastic partial differential equations显示文摘	Benth F E Gjerde J	1998	Potential Analysis1998，8，2：	1
17	A remark on the equivalence between Poisson and Gaussion stochastic partial differential equations显示文摘	Benth E Gjerde J	1998	Potential Anal1998，8，：	1
18	Fast evaluation of the Asian basket option by singular value decomposition显示文摘	Dah1 L O Benth F E	2001	Pure Mathematics2001，3，8：	1
19	Optimal portfolio selection with consumption and nonlinear integrodifferential equations with gradient constraint: A viscosity solution approach显示文摘	Benth F E Karlsen K H Reikvam K	2001	Finance & Stochastic2001，5，：	1
20	A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets显示文摘	Benth F E Karlsen K H	2003	Pure Math2003，5，：	1

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