Petter Bjerksund

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 Petter Bjerksund trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. René A. Carmona
  2. Valdo Durrleman

Who trusts Petter Bjerksund overall

  1. Ruggero Caldana

Papers from Petter Bjerksund's perspective

Ordered by how strongly the researchers Petter Bjerksund trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Pricing and Hedging Spread Options (SIAM Review)
  2. Random number generation and Quasi-Monte Carlo methods
  3. Power System Economics: Designing Markets for Electricity
  4. On the Term Structure of Futures and Forward Prices
  5. Commodity price modelling that matches current observables: a new approach
  6. Energy Derivatives: Pricing and Risk Management
  7. Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging
  8. Option valuation with co-integrated asset prices
  9. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
  10. Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)

Their papers