Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/182314
Editors: 
Benth, Fred Espen
Di Nunno, Giulia
Year of Publication: 
2016
Series/Report no.: 
Springer Proceedings in Mathematics & Statistics 138
Abstract: 
These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The papers were presented at the first conference on "Stochastics of Environmental and Financial Economics (SEFE)", being part of the activity in the SEFE research group of the Centre of Advanced Study (CAS) at the Academy of Sciences in Oslo, Norway during the 2014/2015 academic year.
Persistent Identifier of the first edition: 
ISBN: 
978-3-319-23425-0
Creative Commons License: 
https://creativecommons.org/licenses/by-nc/3.0/legalcode
Document Type: 
Book
Document Version: 
Published Version
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