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Publication profile

Publication profile

Hanna Zdanowicz

Hanna, Zdanowicz
Name: Hanna Zdanowicz
Title: Seniorforsker / Senior Research Scientist
Phone: (+47) 22852556
Email: Hanna [dot] Zdanowicz [at] nr [dot] no
Scientific areas: Geological facies models, Stochastic modelling, Energy markets
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    Academic journal articles

    2016

    Benth, Fred Espen; Zdanowicz, Hanna Marta. Pricing and hedging of energy spread options and volatility modulated volterra processes. International Journal of Theoretical and Applied Finance (ISSN 0219-0249). 19(1) doi: 10.1142/S0219024916500023. 2016.

    Academic chapters

    2015

    Benth, Fred Espen; Zdanowicz, Hanna Marta. Pricing energy spread options. In: Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management. (ISBN 978-0-470-74524-3). pp 801-825. doi: 10.1002/9781119011590.ch17. 2015.

    Reports

    2018

    Røe, Per; Goodwin, Håvard; Aker, Eyvind; Zdanowicz, Hanna Marta; Kvernelv, Vegard Berg. HAVANA user manual. Norsk Regnesentral, Oslo. NR-notat SAND/03/18. pp 175. 2018.

    2017

    Almendral Vazquez, Ariel; Zdanowicz, Hanna Marta. Localization strategies: Implementation and testing of localization strategies on Reek and Norne. Norsk Regnesentral, Oslo. NR-notat SAND/01/2017. 2017.

    Zdanowicz, Hanna Marta; Vigsnes, Maria; Fjellvoll, Bjørn; Hauge, Ragnar. Prototype Turbidite Modelling. Norsk Regnesentral, Oslo. NR-notat SAND/10/2017. pp 33. 2017.

    2015

    Zdanowicz, Hanna Marta; Hauge, Ragnar. Turbidite prototype interface. Norsk Regnesentral, Oslo. NR-notat SAND/09/2015. pp 11. 2015.

Postal address:
Norsk Regnesentral/
Norwegian Computing Center
P.O. Box 114 Blindern
NO-0314 Oslo
Norway
Visit address:
Norsk Regnesentral
Gaustadalleen 23a
Kristen Nygaards hus
NO-0373 Oslo.
Phone:
(+47) 22 85 25 00
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Postal address: Norsk Regnesentral/Norwegian Computing Center, P.O. Box 114 Blindern, NO-0314 Oslo, Norway
Visit address: Norsk Regnesentral, Gaustadalleen 23a, Kristen Nygaards hus, NO-0373 Oslo.
Phone: (+47) 22 85 25 00
AddressHow to get to NR