23 treff

Stochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015
Stochastics of Environmental and Financial Economics
Bok Bokmål 2016
Quantitative energy finance : modeling, pricing, and hedging in energy and commodity markets
Fred Espen Benth, Valery A. Kholodnyi, Pe...
Bok Engelsk 2014
Modeling and pricing in financial markets for weather derivatives
Fred Espen Benth, Jūratė Šaltytė Benth
Bok Engelsk 2013
Stochastic modelling of electricity and related markets
Fred Espen Benth, Jūratė Šaltytė Benth, S...
Bok Engelsk 2008
Stochastic analysis and applications : the Abel Symposium 2005 : proceedings of the Second Abel Symposium, Oslo, July 29-August 4, 2005, held in honor of Kiyosi Itô
Abel Symposium
Bok Engelsk 2007
Option theory with stochastic analysis : an introduction to mathematical finance
Fred Espen Benth
Bok Engelsk 2004
Matematisk finans : innføring i opsjonsteori med stokastisk analyse
Fred Espen Benth
Bok Bokmål 2001
On a semilinear Black and Scholes partial differential equation for valuing American options. Part 2. Approximate solutions and convergence
Benth, Fred Espen
Bok Engelsk 2001
A note on portfolio management under non-Gaussian logreturns
by Fred Espen Benth, Kenneth Hvistendahl ...
Bok Engelsk 2000 · Les boka på nett
A note on portfolio oprimization in a levy market with local substitution and habit formation
by Fred Espen Benth, Kenneth Hvistendahl ...
Bok Engelsk 2000 · Les boka på nett
On the existence of optimal controls for a singular stochastic control problem in finance
Benth, Fred Espen
Bok Engelsk 2000 · Les boka på nett
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
Benth, Fred Espen
Bok Engelsk 2000 · Les boka på nett
Optimal portfolio management rules in a non-gaussian market with durability and intertemporal substitution
by Fred Espen Benth, Kenneth Hvistendahl ...
Bok Engelsk 2000 · Les boka på nett
Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint : a viscosity solution approach
Benth, Fred Espen
Bok Engelsk 2000 · Les boka på nett
Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs
by Fred Espen Benth, Kenneth Hvistendahl ...
Bok Engelsk 2000 · Les boka på nett
Convergence rates for finite element approximations of stochastic partial differential equations
Benth, Fred Espen
Bok Engelsk 1996 · Les boka på nett
Numerical solution of the pressure equation for fluid flow in a stochastic medium
Benth, Fred Espen
Bok Engelsk 1996
Wick products of complex valued random variables
by F.E. Benth ... [et al.]
Bok Engelsk 1995
On the positivity of the stochastic heat equation
Benth, Fred Espen
Bok Engelsk 1995 · Les boka på nett
A remark on the equivalence between Poisson and Gaussian stochastic partial differential equations
Benth, Fred Espen
Bok Engelsk 1995
Stochastic partial differential equations and generalized stochastic processes
Fred Espen Benth
Bok Engelsk 1995
An explicit functional process solution to a stochastic partial differential equation with applications to nonlinear filtering
Benth, Fred Espen
Bok Engelsk 1993 · Les boka på nett
Integrals in the Hida distribution space (S)★
by Fred Espen Benth
Bok Engelsk 1993 · Les boka på nett