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Finance and stochastics
Economics Papers / Economics Group, Nuffield College, University of Oxford
28
Economics Series Working Papers / Department of Economics, Oxford University
27
Energy economics
22
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Economics discussion papers
15
CREATES Research Papers
14
OFRC Working Papers Series
14
Applied mathematical finance
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International journal of theoretical and applied finance
13
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11
Oxford Financial Research Centre economics series
9
Energy Economics
8
Papers / arXiv.org
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7
Journal of econometrics
7
Scandinavian Journal of Statistics
7
Stochastic Processes and their Applications
7
Applied Mathematical Finance
6
Finance and Stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
CREATES Research Paper
5
International Journal of Theoretical and Applied Finance (IJTAF)
5
Quantitative Finance
5
Scandinavian journal of statistics : SJS ; theory and applications
5
The journal of energy markets
5
Advanced series on statistical science & applied probability
4
Journal of banking & finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of Econometrics
3
Journal of Financial Econometrics
3
Journal of the Royal Statistical Society Series B
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Annals of the Institute of Statistical Mathematics
2
Department of Economics discussion paper series
2
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2
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
2
Econometric theory
2
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1
Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
Saved in:
2
Apparent scaling
Barndorff-Nielsen, Ole E.
;
Prause, Karsten
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 103-113
Persistent link: https://www.econbiz.de/10001553054
Saved in:
3
Optimal portfolio selection with consumtion and nonlinear integro-differential equations with gradient constraint : a viscosity solution approach
Benth, Fred Espen
;
Karlsen, Kenneth Hvistendahl
; …
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 275-303
Persistent link: https://www.econbiz.de/10001599263
Saved in:
4
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10001614597
Saved in:
5
A semilinear Black and Scholes partial differential equation for valuing American options
Benth, Fred Espen
;
Karlsen, Kenneth H.
;
Reikvam, Kristin
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001771698
Saved in:
6
The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps
Benth, Fred Espen
;
Meyer-Brandis, Thilo
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 563-575
Persistent link: https://www.econbiz.de/10003133280
Saved in:
7
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
8
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
9
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Saved in:
10
A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets
Benth, Fred Espen
;
Sgarra, Carlo
- In:
Finance and stochastics
28
(
2024
)
4
,
pp. 1035-1076
Persistent link: https://www.econbiz.de/10015130552
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