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Benth, Fred Espen
56
Øksendal, Bernt K.
21
Aase, Knut K.
10
Di Nunno, Giulia
7
Barndorff-Nielsen, Ole E.
6
Bjuland, Terje
6
Proske, Frank
5
Reikvam, Kristin
5
Kiesel, Rüdiger
4
Koekebakker, Steen
4
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3
Hvistendahl Karlsen, Kenneth
3
Lempa, Jukka
3
Løkka, Arne
3
Sulem, Agnès
3
Veraart, Almut
3
Veraart, Almut E. D.
3
Cartea, Álvaro
2
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Hu, Yaozhong
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1
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International journal of theoretical and applied finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Energy economics
6
Finance and stochastics
6
Discussion paper / Department of Business and Management Science
5
The journal of energy markets
3
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2
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2
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2
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2
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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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1
Birkbeck working papers in economics and finance : BWPEF
1
CREATES Research Paper 2010-17
1
CREATES Research Paper 2010-18
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IMA journal of management mathematics
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Journal of commodity markets
1
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
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Mathematical modeling and numerical methods in finance : special volume
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Operations research
1
Quantitative finance
1
Review of development finance
1
SFB 649 discussion paper
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ECONIS (ZBW)
82
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1
Explicit representation of the minimal variance portfolio in markets driven by Lévy processes
Benth, Fred Espen
;
Di Nunno, Giulia
;
Løkka, Arne
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001765640
Saved in:
2
A general maximum principle for anticipative stochastic control and applications to insider trading
Di Nunno, Giulia
;
Pamen, Olivier Menoukeu
;
Øksendal, …
- In:
Advanced mathematical methods for finance
,
(pp. 181-221)
.
2011
Persistent link: https://www.econbiz.de/10008991293
Saved in:
3
Anticipative stochastic control for Lévy processes with application to insider trading
Sulem, Agnès
;
Kohatsu-Higa, Arturo
;
Øksendal, Bernt K.
; …
-
2009
Persistent link: https://www.econbiz.de/10003827062
Saved in:
4
Advanced mathematical methods for finance
Di Nunno, Giulia
(
ed.
);
Øksendal, Bernt K.
(
ed.
)
-
2011
Persistent link: https://www.econbiz.de/10008990178
Saved in:
5
Utility indifference pricing of interest-rate guarantees
Benth, Fred Espen
;
Proske, Frank
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003847563
Saved in:
6
Optimal liquidation in a limit order book for a risk-averse investor
Løkka, Arne
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 696-727
Persistent link: https://www.econbiz.de/10011308171
Saved in:
7
Lower and upper bounds of martingale measure densities in continuous time markets
Di Nunno, Giulia
;
Eide, Inga Baadshaug
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 475-492
Persistent link: https://www.econbiz.de/10009155201
Saved in:
8
Information and optimal investment in defaultable assets
Di Nunno, Giulia
;
Sjursen, Steffen
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010498826
Saved in:
9
Kyle-Back's model with a random horizon
Corcuera, José Manuel
;
Di Nunno, Giulia
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011854431
Saved in:
10
Optimal liquidation trajectories for the Almgren-Chriss model
Løkka, Arne
;
Xu, Junwei
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012496903
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