Stochastic Models for Prices Dynamics in Energy and Commodity Markets

Fred Espen Benth () and Paul Krühner ()
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Fred Espen Benth: University of Oslo
Paul Krühner: Vienna University of Economics and Business

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2023
ISBN: 978-3-031-40367-5
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Chapters in this book:

Ch Chapter 1 Introduction

Fred Espen Benth and Paul Krühner

Ch Chapter 2 Lévy processes on Hilbert Spaces

Fred Espen Benth and Paul Krühner

Ch Chapter 3 The Filipović Space and Operators

Fred Espen Benth and Paul Krühner

Ch Chapter 4 Stochastic Integration and Partial Differential Equations

Fred Espen Benth and Paul Krühner

Ch Chapter 5 Spot Models and Forward Pricing

Fred Espen Benth and Paul Krühner

Ch Chapter 6 Heath-Jarrow-Morton Type Models

Fred Espen Benth and Paul Krühner

Ch Chapter 7 Pricing of Commodity and Energy Options

Fred Espen Benth and Paul Krühner

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DOI: 10.1007/978-3-031-40367-5

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