Benth, Fred Espen; Süss, Andre Cointegration in continuous time for factor models. (English) Zbl 1411.91446 Math. Financ. Econ. 13, No. 1, 87-114 (2019). MSC: 91B84 91B24 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{A. Süss}, Math. Financ. Econ. 13, No. 1, 87--114 (2019; Zbl 1411.91446) Full Text: DOI
Benth, Fred Espen; Simonsen, Iben Cathrine The Heston stochastic volatility model in Hilbert space. (English) Zbl 1401.60093 Stochastic Anal. Appl. 36, No. 4, 733-750 (2018). MSC: 60G60 60H15 91G20 46N30 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{I. C. Simonsen}, Stochastic Anal. Appl. 36, No. 4, 733--750 (2018; Zbl 1401.60093) Full Text: DOI arXiv
Benth, Fred Espen; Krühner, Paul Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models. (English) Zbl 1422.91565 Finance Stoch. 22, No. 2, 327-366 (2018). MSC: 91B74 91B25 60H15 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{P. Krühner}, Finance Stoch. 22, No. 2, 327--366 (2018; Zbl 1422.91565) Full Text: DOI
Benth, Fred Espen; Rüdiger, Barbara; Süss, Andre Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility. (English) Zbl 1380.60010 Stochastic Processes Appl. 128, No. 2, 461-486 (2018). MSC: 60B11 60G51 60H30 60H15 PDF BibTeX XML Cite \textit{F. E. Benth} et al., Stochastic Processes Appl. 128, No. 2, 461--486 (2018; Zbl 1380.60010) Full Text: DOI
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