Stochastic Models for Prices Dynamics in Energy and Commodity Markets: An Infinite-Dimensional Perspective

Author:   Fred Espen Benth ,  Paul Krühner
Publisher:   Springer International Publishing AG
ISBN:  

9783031403699


Pages:   250
Publication Date:   17 November 2024
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Stochastic Models for Prices Dynamics in Energy and Commodity Markets: An Infinite-Dimensional Perspective


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Author:   Fred Espen Benth ,  Paul Krühner
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
ISBN:  

9783031403699


ISBN 10:   303140369
Pages:   250
Publication Date:   17 November 2024
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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​Fred Espen Benth is a professor of mathematics at the University of Oslo. His research interests are at the cross-roads of stochastic analysis, mathematical finance and energy markets. He has co-authored three monographs on topics ranging from ambit stochastics to energy and weather markets, as well as co-edited two volumes with a focus on energy markets. Recently, his research has been directed to renewable energy systems and machine learning. Fred Espen Benth is an elected member of the Norwegian Academy of Science and Letters and a former co-leader of the Center of Advanced Studies (CAS) in Oslo. Paul Krühner (Eisenberg) is an assistant professor at the Institute of Statistics and Mathematics of the Vienna University of Economics and Business (WU). His research interests are in the field of stochastic analysis, mathematical finance and energy markets and include topics like Levy processes, occupation bounds and dynamic parameter models. Paul Eisenberg has also made contributions to insurance mathematics. Recently, his research focus has been directed to finite dimensional term structure models.

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