25 treff

Forfatter/Medvirkende: benth fred espen
Matematisk finans : innføring i opsjonsteori med stokastisk analyse
Fred Espen Benth
Bok Bokmål 2001 · Vis mer
Stochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015
Stochastics of Environmental and Financial Economics
Bok Bokmål 2016 · Vis mer
Option theory with stochastic analysis : an introduction to mathematical finance
Fred Espen Benth
Bok Engelsk 2004 · Vis mer
Stochastic modelling of electricity and related markets
Fred Espen Benth, Jūratė Šaltytė Benth, S...
Bok Engelsk 2008 · Vis mer
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 · Vis mer
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Modeling and pricing in financial markets for weather derivatives
Fred Espen Benth, Jurate Saltyte Benth
Bok Engelsk 2013 · Vis mer
Stochastic partial differential equations and generalized stochastic processes
Fred Espen Benth
Bok Engelsk 1995 · Vis mer
A note on portfolio management under non-Gaussian logreturns
by Fred Espen Benth, Kenneth Hvistendahl ...
Bok Engelsk 2000 · Les boka på nett · Vis mer
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 · Vis mer
On the existence of optimal controls for a singular stochastic control problem in finance
Benth, Fred Espen
Bok Engelsk 2000 · Les boka på nett · Vis mer
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 · Vis mer
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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 · Vis mer
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 · Vis mer
On a semilinear Black and Scholes partial differential equation for valuing American options. Part 1. Viscosity solutions and well-posedness
Benth, Fred Espen
Bok Engelsk 2001 · Vis mer
Convergence rates for finite element approximations of stochastic partial differential equations
Benth, Fred Espen
Bok Engelsk 1996 · Les boka på nett · Vis mer
Integrals in the Hida distribution space (S)★
by Fred Espen Benth
Bok Engelsk 1993 · Les boka på nett · Vis mer
Numerical solution of the pressure equation for fluid flow in a stochastic medium
Benth, Fred Espen
Bok Engelsk 1996 · Vis mer
On the positivity of the stochastic heat equation
Benth, Fred Espen
Bok Engelsk 1995 · Les boka på nett · Vis mer
A remark on the equivalence between Poisson and Gaussian stochastic partial differential equations
Benth, Fred Espen
Bok Engelsk 1995 · Vis mer
The stochastic cauchy problem with applications to non linear filtering
Fred Espen Benth
Bok Engelsk 1993 · Vis mer
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 · Vis mer
Ambit Stochastics
by Ole E. Barndorff-Nielsen, Fred Espen B...
Bok Engelsk 2018 · Vis mer
Quantitative energy finance : modeling, pricing, and hedging in energy and commodity markets
Fred Espen Benth, Valery A. Kholodnyi, Pe...
Bok Engelsk 2014 · Vis mer
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 · Vis mer
Wick products of complex valued random variables
by F.E. Benth ... [et al.]
Bok Engelsk 1995 · Vis mer