G. Stensland
2014
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom G. Stensland trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from G. Stensland's perspective
Ordered by how strongly the researchers G. Stensland trusts endorse each paper. Same corpus, a different order for every researcher.
- Pricing and Hedging Spread Options (SIAM Review)
- Random number generation and Quasi-Monte Carlo methods
- Power System Economics: Designing Markets for Electricity
- On the Term Structure of Futures and Forward Prices
- Commodity price modelling that matches current observables: a new approach
- Energy Derivatives: Pricing and Risk Management
- Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging
- Option valuation with co-integrated asset prices
- A probabilistic weak formulation of mean field games and applications
- Gradient Flows: In Metric Spaces and in the Space of Probability Measures
Their papers
- Closed form spread option valuation (2014) — 81 citations