Fred Espen Benth

21 papers Journal 21
YearRankTypeTitle / Venue / Authors
2025 J jnl
A Deep Learning Approach to Renewable Capacity Installation under Jump Uncertainty.
CoRR
Nacira Agram, Fred Espen Benth, Giulia Pucci, Jan Rems
2025 J jnl
Numerical methods for solving PIDEs arising in swing option pricing under a two-factor mean-reverting model with jumps.
CoRR
Mustapha Regragui, Karel J. in 't Hout, Michèle Vanmaele, Fred Espen Benth
2025 J jnl
Numerical valuation of European options under two-asset infinite-activity exponential Lévy models.
CoRR
Massimiliano Moda, Karel J. in 't Hout, Michèle Vanmaele, Fred Espen Benth
2025 J jnl
Rebuttal to Flaws in the Paper 'Nearly Instantaneous Time-Varying Reproduction Number for Contagious Diseases - a Direct Approach Based on Nonlinear Regression'.
J. Comput. Biol.
Jurate Saltyte Benth, Fred Espen Benth, Espen Rostrup Nakstad
2024 J jnl
Nearly Instantaneous Time-Varying Reproduction Number for Contagious Diseases - a Direct Approach Based on Nonlinear Regression.
J. Comput. Biol.
Jurate Saltyte Benth, Fred Espen Benth, Espen Rostrup Nakstad
2024 J jnl
Structure-informed operator learning for parabolic Partial Differential Equations.
CoRR
Fred Espen Benth, Nils Detering, Luca Galimberti
2023 J jnl
Enabling agency: trade-offs between regional and integrated energy systems design flexibility.
CoRR
Koen van Greevenbroek, Aleksander Grochowicz, Marianne Zeyringer, Fred Espen Benth
2023 J jnl
Neural networks in Fréchet spaces.
Ann. Math. Artif. Intell.
Fred Espen Benth, Nils Detering, Luca Galimberti
2023 J jnl
Spatio-temporal smoothing and dynamics of different electricity flexibility options.
CoRR
Aleksander Grochowicz, Marianne Zeyringer, Fred Espen Benth
2022 J jnl
Intersecting near-optimal spaces: European power systems with more resilience to weather variability.
CoRR
Aleksander Grochowicz, Koen van Greevenbroek, Fred Espen Benth, Marianne Zeyringer
2022 J jnl
Pricing options on flow forwards by neural networks in Hilbert space.
CoRR
Fred Espen Benth, Nils Detering, Luca Galimberti
2022 J jnl
The heat modulated infinite dimensional Heston model and its numerical approximation.
CoRR
Fred Espen Benth, Gabriel Lord, Giulia Di Nunno, Andreas Petersson
2021 J jnl
Correlators of Polynomial Processes.
SIAM J. Financial Math.
Fred Espen Benth, Silvia Lavagnini
2018 J jnl
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models.
Finance Stochastics
Fred Espen Benth, Paul Krühner
2015 J jnl
Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach.
SIAM J. Financial Math.
Fred Espen Benth, Paul Krühner
2015 J jnl
Pricing and hedging Asian-style options on energy.
Finance Stochastics
Fred Espen Benth, Nils Detering
2014 J jnl
A Pricing Measure to Explain the Risk Premium in Power Markets.
SIAM J. Financial Math.
Fred Espen Benth, Salvador Ortiz-Latorre
2014 J jnl
Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets.
SIAM J. Financial Math.
Fred Espen Benth, Heidar Eyjolfsson, Almut E. D. Veraart
2014 J jnl
Optimal portfolios in commodity futures markets.
Finance Stochastics
Fred Espen Benth, Jukka Lempa
2013 J jnl
Levy Process Simulation by Stochastic Step Functions.
SIAM J. Sci. Comput.
Torquil Macdonald Sørensen, Fred Espen Benth
2012 J jnl
Modeling the Forward Surface of Mortality.
SIAM J. Financial Math.
Daniel Bauer, Fred Espen Benth, Rüdiger Kiesel