Table of contents

  1. Front Matter
    Pages i-viii
  2. Foundations

    1. Front Matter
      Pages 1-1
    2. Ole E. Barndorff-Nielsen, Emil Hedevang, Jürgen Schmiegel, Benedykt Szozda
      Pages 3-25 Open Access
    3. Yaozhong Hu, Khoa N. Lê
      Pages 81-99 Open Access
    4. Mark Podolskij, Nopporn Thamrongrat
      Pages 101-120 Open Access
    5. Marta Sanz-Solé, André Süß
      Pages 121-144 Open Access
  3. Applications

    1. Front Matter
      Pages 145-145
    2. Jocelyne Bion-Nadal
      Pages 147-178 Open Access
    3. José Manuel Corcuera, Arturo Valdivia
      Pages 179-209 Open Access
    4. Catherine Daveloose, Asma Khedher, Michèle Vanmaele
      Pages 211-241 Open Access
    5. Boualem Djehiche, Hamidou Tembine
      Pages 243-263 Open Access
    6. Peng Jin, Barbara Rüdiger, Chiraz Trabelsi
      Pages 285-300 Open Access
    7. Bernt Øksendal, Agnès Sulem
      Pages 301-320 Open Access

About these proceedings

Introduction

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.

Keywords

93E20, 91G80, 91G10, 91G20, 60H30, 60G07, 35R60, 49L25, 91B76 Control and Optimization Energy Markets Mathematical Finance Stochastic Analysis Weather

Editors and affiliations

  • Fred Espen Benth
    • 1
  • Giulia Di Nunno
    • 2
  1. 1.Department of MathematicsUniversity of OsloOsloNorway
  2. 2.Department of MathematicsUniversity of OsloOsloNorway

Bibliographic information

  • Copyright Information The Editor(s) (if applicable) and the Author(s) 2016
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-23424-3
  • Online ISBN 978-3-319-23425-0
  • Series Print ISSN 2194-1009
  • Series Online ISSN 2194-1017