Benth, Fred Espen; Krühner, Paul Derivatives pricing in energy markets: an infinite-dimensional approach. (English) Zbl 1347.60082 SIAM J. Financ. Math. 6, 825-869 (2015). MSC: 60H30 60H15 60H10 60G60 60G51 91G20 91G80 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{P. Krühner}, SIAM J. Financ. Math. 6, 825--869 (2015; Zbl 1347.60082) Full Text: DOI arXiv
Benth, Fred Espen; Krühner, Paul Integrability of multivariate subordinated Lévy processes in Hilbert space. (English) Zbl 1327.60103 Stochastics 87, No. 3, 458-476 (2015). MSC: 60G51 60G15 60G52 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{P. Krühner}, Stochastics 87, No. 3, 458--476 (2015; Zbl 1327.60103) Full Text: DOI