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Benth, Fred Espen
22
Øksendal, Bernt
6
Kiesel, Rüdiger
4
Koekebakker, Steen
4
Šaltytė Benth, Jūratė
3
Cartea, Álvaro
2
Karlsen, Kenneth Hvistendahl
2
Løkka, Arne
2
Meyer-Brandis, Thilo
2
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2
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2
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1
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1
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Energy economics
8
Applied mathematical finance
5
Finance and stochastics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Journal of mathematical economics
2
Australian economic papers
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Review of development finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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OLC EcoSci
ECONIS (ZBW)
171
RePEc
68
EconStor
3
USB Cologne (EcoSocSci)
2
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Optimal dividend and issuance of equity policies in the presence of proportional costs
Løkka, Arne
;
Zervos, Mihail
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 954-961
Persistent link: https://www.econbiz.de/10008057658
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2
Optimal dividend and issuance of equity policies in the presence of proportional costs
Løkka, Arne
;
Zervos, Mihail
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 954-962
Persistent link: https://www.econbiz.de/10008893135
Saved in:
3
THE VALUE OF INFORMATION IN STOCHASTIC CONTROL AND FINANCE
Øksendal, Bernt
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 352-364
Persistent link: https://www.econbiz.de/10006423475
Saved in:
4
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
Framstad, Nils Chr
;
Øksendal, Bernt
;
Sulem, Agnès
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 233-258
Persistent link: https://www.econbiz.de/10006040114
Saved in:
5
Optimal stochastic intervention control with application to the exchange rate
Mundaca, Gabriela
;
Øksendal, Bernt
- In:
Journal of mathematical economics
29
(
1998
)
2
,
pp. 223
Persistent link: https://www.econbiz.de/10006056815
Saved in:
6
Optimal time to invest when the price processes are geometric Brownian motions
Hu, Yaozhong
;
Øksendal, Bernt
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 295-310
Persistent link: https://www.econbiz.de/10008218810
Saved in:
7
Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models
Øksendal, Bernt
;
Sandal, Leif
;
Ubøe, Jan
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1284-1299
Persistent link: https://www.econbiz.de/10010109461
Saved in:
8
RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS
Øksendal, Bernt
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-638
Persistent link: https://www.econbiz.de/10008322210
Saved in:
9
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. 563-576
Persistent link: https://www.econbiz.de/10008214149
Saved in:
10
A note on arbitrage-free pricing of forward contracts in energy markets
Benth, Fred Espen
;
Ekeland, Lars
;
Hauge, Ragnar
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 325-336
Persistent link: https://www.econbiz.de/10008215114
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