Fred Espen Benth
15 titler på Bookis
Option theory with stochastic analysis : an introduction to mathematical finance
Matematisk finans
Ambit Stochastics
The normal inverse Gaussian distribution and spot price modelling in energy markets
Numerical solution of the pressure equation for fluid flow in a stochastic medium
Tunisia : interfuel substitution study : May 1990 : joint report
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
Merton's portfolio optimization problem in a Black & Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type
An explicit functional process solution to a stochastic partial differential equation with applications to nonlinear filtering
Stochastic Analysis and Applications
On arbitrage-free pricing of weather derivatives based on fractional Brownian motion
A remark on the equivalence between Poisson and Gaussian stochastic partial differential equations
Anticipative calculus for Lévy processes and stochastic differential equations
On derivatives of claims in commodity and energy markets using a Malliavin approach
Integrals in the Hida distribution space (S)*
