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Benth, Fred Espen


 SSRN Author Rank: 8,160 by Downloads
 Professor
 

University of Oslo


 Center of Mathematics for Applications
 Oslo, N-0317
 Norway
 email address

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. Benth, Fred Espen's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,209
Total
Citations
34
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Benth, Fred Espen
University of Oslo
Cartea, Álvaro
University College London
Kiesel, Ruediger
University of Duisburg-Essen - Faculty of Economic Science
Posted:
01 Nov 06
Last Revised:
11 Mar 13
1,423
(6,272)
15

2.  
Andresen, Arne
Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Benth, Fred Espen
University of Oslo
Koekebakker, Steen
School of Business and Law at the University of Agder
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
30 May 08
Last Revised:
01 Feb 13
367
(44,703)
2

3.  
Benth, Fred Espen
University of Oslo
Sgarra, Carlo
Politecnico di Milano- Dipartimento di Matematica
Posted:
17 Nov 09
Last Revised:
20 Nov 09
201
(87,188)
1

4.  
Barndorff-Nielsen, Ole E.
University of Aarhus - Thiele Centre, Department of Mathematical Sciences
Benth, Fred Espen
University of Oslo
Veraart, Almut
Imperial College London
Posted:
05 Oct 11
191
(91,615)
4

5.  
Benth, Fred Espen
University of Oslo
Detering, Nils
Frankfurt School of Finance & Management gemeinnützige GmbH
Posted:
25 Sep 13
173
(100,490)
 

6.  
Barndorff-Nielsen, Ole E.
University of Aarhus - Thiele Centre, Department of Mathematical Sciences
Benth, Fred Espen
University of Oslo
Veraart, Almut
Imperial College London
Posted:
03 May 10
157
(109,727)
3

7.  
Barndorff-Nielsen, Ole E.
University of Aarhus - Thiele Centre, Department of Mathematical Sciences
Benth, Fred Espen
University of Oslo
Veraart, Almut
Imperial College London
Posted:
03 May 10
118
(139,006)
4

8.  
Biegler-König, Richard
University of Duisburg-Essen - Department of Economics and Business Administration
Benth, Fred Espen
University of Oslo
Kiesel, Ruediger
University of Duisburg-Essen - Faculty of Economic Science
Posted:
21 Jul 12
116
(140,811)
 

9.  
Vos, Linda
Centre of mathematics for applications (CMA), University of Oslo
Benth, Fred Espen
University of Oslo
Posted:
28 Oct 09
116
(140,811)
2

10.  
Biegler-König, Richard
University of Duisburg-Essen - Department of Economics and Business Administration
Benth, Fred Espen
University of Oslo
Kiesel, Ruediger
University of Duisburg-Essen - Faculty of Economic Science
Posted:
21 Jul 12
96
(161,184)
1

11.  
The Implied Risk Aversion from Utility Indifference Option Pricing in a Stochastic Volatility Model | Show Abstract | Download |
International Journal of Applied Mathematics & Statistics, Vol. 16, No. M10, pp. 11-37, March 2010
Accepted Paper Series
Benth, Fred Espen
University of Oslo
Groth, Martin
University of Oslo
Lindberg, Carl
Chalmers University of Technology
Posted:
11 Oct 09
Last Revised:
25 Nov 09
89
(169,576)
2

12.  
Benth, Fred Espen
University of Oslo
Lempa, Jukka
University of Oslo - Department of Mathematics
Posted:
12 Apr 12
65
(204,018)
 

13.  
Barndorff-Nielsen, Ole E.
University of Aarhus - Thiele Centre, Department of Mathematical Sciences
Benth, Fred Espen
University of Oslo
Veraart, Almut
Imperial College London
Posted:
24 Feb 13
53
(225,665)
 

14.  
Barndorff-Nielsen, Ole E.
University of Aarhus - Thiele Centre, Department of Mathematical Sciences
Benth, Fred Espen
University of Oslo
Veraart, Almut
Imperial College London
Posted:
21 Jan 14
41
(251,631)
 

15.  
Benth, Fred Espen
University of Oslo
Eriksson, Marcus Karl Viren
University of Oslo
Westgaard, Sjur
Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Posted:
28 Aug 14
3
(388,216)
 

16.  
Benth, Fred Espen
University of Oslo
Lange, Nina
Copenhagen Business School
Myklebust, Tor Age
Norwegian School of Economics (NHH)
Posted:
22 Aug 12
Last Revised:
17 Jul 14
 

17.  
Utility Indifference Pricing of Interest-Rate Guarantees | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 12, No. 1, pp. 63-82, 2009
Accepted Paper Series
Benth, Fred Espen
University of Oslo
Proske, Frank
University of Oslo - Department of Mathematics
Posted:
02 Dec 09
 

18.  
Pricing of Exotic Energy Derivatives Based on Arithmetic Spot Models | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 12, No. 4, pp. 491-506, 2009
Accepted Paper Series
Benth, Fred Espen
University of Oslo
Kufakunesu, Rodwell
University of Pretoria - Mathematics and Applied Mathematics Dept.
Posted:
02 Dec 09
 


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