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Tags: Mathematics, Stochastic analysis and finance and insurance and risk


  • Benth, Fred Espen & Zdanowicz, Hanna Marta (2016). Pricing and hedging of energy spread options and volatility modulated volterra processes. International Journal of Theoretical and Applied Finance.  ISSN 0219-0249.  19(1) . doi: 10.1142/S0219024916500023
  • Benth, Fred Espen & Zdanowicz, Hanna Marta (2015). Pricing energy spread options, In Andrea Roncoroni; Gianluca Fusai & Mark Cummins (ed.),  Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management.  John Wiley & Sons.  ISBN 978-0-470-74524-3.  Chapter 17.  s 801 - 825
  • Almendral Vazquez, Ariel & Zdanowicz, Hanna Marta (2017). Localization strategies: Implementation and testing of localization strategies on Reek and Norne.
  • Zdanowicz, Hanna Marta & Hauge, Ragnar (2015). Turbidite prototype interface. NR-notat. SAND/09/2015. Show summary
Published Sep. 5, 2012 11:42 AM - Last modified Oct. 20, 2014 12:41 PM