Narrow search
Showing 1 - 10 of 57
Cover Image
Pricing of temperature index insurance
Che Taib, Che Mohd Imran; Benth, Fred Espen - In: Review of development finance 2 (2012) 1, pp. 22-31
Persistent link: https://www.econbiz.de/10009579935
Cover Image
Stochastic dynamical modelling of spot freight rates
Benth, Fred Espen; Koekebakker, Steen; Taib, Che Mohd … - In: IMA journal of management mathematics 26 (2015) 3, pp. 273-297
Persistent link: https://www.econbiz.de/10011405425
Cover Image
Option theory with stochastic analysis : an introduction to mathematical finance
Benth, Fred Espen - 2004
Persistent link: https://www.econbiz.de/10001786485
Cover Image
The stochastic volatility model of Barndorff-Nielsen and Shephard in commodity markets
Benth, Fred Espen - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 595-625
Persistent link: https://www.econbiz.de/10009311688
Cover Image
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
Cover Image
A note on portfolio management under non-Gaussian logreturns
Benth, Fred Espen; Hvistendahl Karlsen, Kenneth; … - In: International journal of theoretical and applied finance 4 (2001) 5, pp. 711-731
Persistent link: https://www.econbiz.de/10001612203
Cover Image
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
Cover Image
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
Cover Image
Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type
Benth, Fred Espen; Hvistendahl Karlsen, Kenneth; … - In: Mathematical finance : an international journal of … 13 (2003) 2, pp. 215-244
Persistent link: https://www.econbiz.de/10001765678
Cover Image
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