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  • Benth, Fred Espen; Lempa, Jukka; Nilssen, Trygve Kastberg (Journal article / Tidsskriftartikkel / SubmittedVersion, 2012)
    This is the pre-peer reviewed version of the following article: Benth, Fred Espen; Lempa, Jukka; Nilssen, Trygve Kastberg, On the optimal exercise of swing options in electricity markets, Journal of Energy Markets. 2012, ...
  • Eriksson, Marcus Karl Viren; Lempa, Jukka; Nilssen, Trygve Kastberg (Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)
    We study valuation of swing options on commodity markets when the commodity prices are driven by multiple factors. The factors are modeled as diffusion processes driven by a multidimensional Lévy process. We set up a ...