Fred Espen Benth

Publication Activity (10 Years)

Years Active: 2012-2023
Publications (10 Years): 8

Top Topics

Electricity Markets

Infinite Dimensional

Top Venues

SIAM J. Financial Math.

Finance Stochastics

Ann. Math. Artif. Intell.

Publications

Fred Espen Benth, Nils Detering, Luca Galimberti
Neural networks in Fréchet spaces. Ann. Math. Artif. Intell. 91 (1) (2023)
Koen van Greevenbroek, Aleksander Grochowicz, Marianne Zeyringer, Fred Espen Benth
Enabling agency: trade-offs between regional and integrated energy systems design flexibility. CoRR (2023)
Aleksander Grochowicz, Marianne Zeyringer, Fred Espen Benth
Spatio-temporal smoothing and dynamics of different electricity flexibility options. CoRR (2023)
Aleksander Grochowicz, Koen van Greevenbroek, Fred Espen Benth, Marianne Zeyringer
Intersecting near-optimal spaces: European power systems with more resilience to weather variability. CoRR (2022)
Fred Espen Benth, Gabriel Lord, Giulia Di Nunno, Andreas Petersson
The heat modulated infinite dimensional Heston model and its numerical approximation. CoRR (2022)
Fred Espen Benth, Nils Detering, Luca Galimberti
Pricing options on flow forwards by neural networks in Hilbert space. CoRR (2022)
Fred Espen Benth, Silvia Lavagnini
Correlators of Polynomial Processes. SIAM J. Financial Math. 12 (4) (2021)
Fred Espen Benth, Paul Krühner
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models. Finance Stochastics 22 (2) (2018)
Fred Espen Benth, Nils Detering
Pricing and hedging Asian-style options on energy. Finance Stochastics 19 (4) (2015)
Fred Espen Benth, Paul Krühner
Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach. SIAM J. Financial Math. 6 (1) (2015)
Fred Espen Benth, Jukka Lempa
Optimal portfolios in commodity futures markets. Finance Stochastics 18 (2) (2014)
Fred Espen Benth, Salvador Ortiz-Latorre
A Pricing Measure to Explain the Risk Premium in Power Markets. SIAM J. Financial Math. 5 (1) (2014)
Fred Espen Benth, Heidar Eyjolfsson, Almut E. D. Veraart
Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets. SIAM J. Financial Math. 5 (1) (2014)
Torquil Macdonald Sørensen, Fred Espen Benth
Levy Process Simulation by Stochastic Step Functions. SIAM J. Sci. Comput. 35 (5) (2013)
Daniel Bauer, Fred Espen Benth, Rüdiger Kiesel
Modeling the Forward Surface of Mortality. SIAM J. Financial Math. 3 (1) (2012)