Fred Espen Benth

Title Professor
Academic Institution University of Oslo
Academic department Department of Mathematics
Country Norway
Contact Information

CAS Publications

  • Benth, F. E. 2015. "Kringing smooth energy futures curves", Energy Risk, 32(5):48-53.

  • Benth, F. E., and Kruhner, P. 2015. "Derivatives pricing in energy markets: an infinite dimensional approach", SLAM Journal of Financial Mathematics, 6(1):825-869. 

  • Benth, F. E., and Koekebakker, S. 2015. "Pricing of forwards and other derivatives and other derivatives in cointegrated commodity markets", Energy Economics, 52:104-117.

  • Benth, F. E., and Zdanowicz, H. 2014. "Pricing and hedging of energy spread options and volatility modulated Volterra processes", Jounal of Theoretical and Applied Finance, 9.

  • Benth, F.E., and G. Di Nunno. 2015. Stochastics for Environmental and Financial Economics, Heidelberg: Springer Verlag. 

CAS Project