Linda Vos Ph.d-student stochastics and financial
mathematics.
Supervisor; Fred Espen
Benth
University of Oslo,
Centre of mathematics for applications (CMA)
University of Agder,
Kristiansand.
Contact:
e-mail address:
linda.vos 'at' cma.uio.no
phone:
+47
96674032
post address:
P.O. Box 1053 Blindern
0316
Oslo, Norway.
Visiting address: Moltke Moes
vei 35, Oslo, Norway.
Research interest:
As research interest I have stochastically modeling of the energy
market. In particular the modeling of dependencies and volatility
observed in price curves of electricity and gas.
Ph.d. thesis
Vos, L. (2012). Stochastic
volatility and multi-dimensional modeling in the European energy market
Publications:
Benth, F.E. and Vos, L. (2011). Cross-Commodity
spot price modeling with stochastic volatility and leverage for energy
markets, submitted...
Benth, F.E. and Vos, L. (2011). Pricing
of forwards and options in a multivariate non-Gaussian stochastic
volatility model for energy markets.
Benth, F.E., Kluppelberg, C., Muller, G. and
Vos, L. (2012). Futures pricing in
electricity markets based on stable CARMA spot models.
Working papers:
Vos, L. (2011). Asian
options and the effect of a non-Gaussian stochastic volatility model.
Master scriptie:
Vos, L. (2008). Asian
options and stochastic volatility