| dc.date.accessioned | 2013-10-03T08:52:21Z | |
| dc.date.available | 2013-10-03T08:52:21Z | |
| dc.date.issued | 2012 | |
| dc.identifier.uri | http://hdl.handle.net/10852/37155 | |
| dc.language.iso | en | en_US |
| dc.relation.haspart | Paper 1 / Chapter 2: Vos, Linda. Path dependent options and the effect of stochastic volatility. Submitted. The paper is removed from the thesis in DUO. | |
| dc.relation.haspart | Paper 2 / Chapter 3: Benth, Fred Espen; Vos, Linda. Cross-commodity spot price modeling with stochastic volatility and leverage for energy markets. Advances in Applied Probability 2013 ;Volum 45.(2) s. 545-571. Copyright Applied Probability Trust 2013. http://dx.doi.org/10.1239/aap/1370870129 | |
| dc.relation.haspart | Paper 3 / Chapter 4: Benth, Fred Espen; Vos, Linda. Pricing of forwards and options in a multivariate non-Gaussian stochastic volatility model for energy markets. Advances in Applied Probability 2013 ;Volum 45.(2) s. 572-594. Copyright Applied Probability Trust 2013. http://dx.doi.org/10.1239/aap/1370870130 | |
| dc.relation.haspart | Paper 4 / Chapter 5: Benth, Fred Espen; Klüppelberg, Claudia; Müller, Gernot; Vos, Linda. Futures pricing in electricity markets based on stable CARMA spot models. Submitted. The paper is removed from the thesis in DUO. | |
| dc.relation.uri | http://dx.doi.org/10.1239/aap/1370870129 | |
| dc.relation.uri | http://dx.doi.org/10.1239/aap/1370870130 | |
| dc.title | Stochastic volatility and multi-dimensional modeling in the European energy market | en_US |
| dc.type | Doctoral thesis | en_US |
| dc.creator.author | Vos, Linda | |
| dc.identifier.urn | URN:NBN:no-38633 | |
| dc.type.document | Doktoravhandling | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/37155/4/dravhandling-vos.pdf | |