Publications in peer-reviewed or refereed journals
- Kufakunesu R, Benth FE, Groth M. Valuing volatility and variance swaps for a non-Gaussian Ornstein-Uhlenbeck stochastic volatility model. Applied Mathematical Finance 14(4)(2007), 347-363
- Benth FE, Kufakunesu R. Pricing of exotic energy derivatives based on arithmetic spot models. International Journal of Theoretical and Applied Finance 12(4)(2009), 491-506 .
- Kufakunesu R. The density process of the minimal entropy martingale measure in a stochastic volatility market. A PDE approach. Journal of Quastiones Mathematicae 34(2011), 147-174.
Books and/or chapters in books
Contributed on Chapter 9 pg., 254-262. Book Title : Stochastic Modelling of Electricity and Related Markets. Advanced Series on Statistical Science and Applied Probability, Vol 11, World Scientific Publishing, 2008. Authors : Fred Espen Benth, Jurate Saltyte Benth and Steen Koekebakker.